Stats#

brainmaze_utils.stat.combine_gauss_distributions(mu1, std1, N1, mu2, std2, N2)#

Recalculates a normal 1-D distribution given two subsets of data.

brainmaze_utils.stat.combine_mvgauss_distributions(mu1, var1, N1, mu2, var2, N2)#

Recalculates a normal n-D distribution given two subsets of data.

brainmaze_utils.stat.kl_divergence(mu1, std1, mu2, std2)#

Parametric KL-Divergence between 2 normal 1-D distributions.

Normal Distribution

brainmaze_utils.stat.kl_divergence_mv(mu1, var1, mu2, var2)#

Multidimensional parametric KL-Divergence between 2 normal distributions.

KL-Divergence

Trace

brainmaze_utils.stat.kl_divergence_nonparametric(pk, qk)#

Calculates non-parametric KL-Divergence between two 1-D distributions given by 2 histograms with same bins.