klPoisson

statrl.settings.utils.klPoisson(x, y)

Kullback-Leibler divergence between two Poisson distributions.

\[\mathrm{kl}(x, y) = y - x + x\log\frac{x}{y}\]

Parameters:

• x (float) – Rates of the two distributions, clipped below at eps = 1e-15.

• y (float) – Rates of the two distributions, clipped below at eps = 1e-15.

Returns:

The divergence, in nats.

Return type:

float

See also

klBern, klGauss, klExp

Examples

>>> round(klPoisson(2.0, 2.0), 12)
0.0