statistical-distance

A python module with functions to calculate distance/dissimilarity measures between two probability density functions (pdfs). The module can be used to compare points in vector spaces.

Requirements

Python >= 3.6
numpy >= 1.16.4

Installation

You can install the module from PyPI:

pip install statistical-distance

or directly from GitHub:

pip install "git+https://github.com/aziele/statistical-distance.git"

Alternatively, you can use the module without installtion. Simply clone or download this repository and you're ready to use it.

Usage

import numpy as np
import distance

u = np.array([0.2, 0.4, 0.2, 0.2])
v = np.array([0.7, 0.1, 0.1, 0.1])

print(distance.euclidean(u, v))
# 0.6
print(distance.google(u, v))
# 0.5

Distance measures

Method	Distance name	References
`acc`	ACC distance	[8, 15]
`add_chisq`	Addictive Symmetric Chi-square distance	[15]
`bhattacharyya`	Bhattacharyya distance	[1, 15]
`braycurtis`	Bray-Curtis distance	[2, 15]
`canberra`	Canberra distance	[15]
`chebyshev`	Chebyshev distance	[15]
`clark`	Clark distance	[15]
`correlation_pearson`	Correlation (Pearson) distance	[17]
`cosine`	Cosine distance	[17]
`czekanowski`	Czekanowski distance	[15]
`dice`	Dice dissimilarity	[4, 15]
`divergence`	Divergence	[15]
`euclidean`	Euclidean distance	[15]
`google`	Normalized Google Distance (NGD)	[11]
`gower`	Gower distance	[6, 15]
`hellinger`	Hellinger distance	[15]
`jaccard`	Jaccard distance	[15]
`jeffreys`	Jeffreys divergence	[7, 15]
`jensen_difference`	Jensen difference	[12, 15]
`jensenshannon_divergence`	Jensen-Shannon divergence	[12, 15]
`k_divergence`	K divergence	[15]
`kl_divergence`	Kullback-Leibler divergence	[9, 15]
`kulczynski`	Kulczynski distance	[15]
`kumarjohnson`	Kumar-Johnson distance	[10, 15]
`lorentzian`	Lorentzian distance	[15]
`manhattan`	Manhattan distance	[3]
`marylandbridge`	Maryland Bridge distance	[3]
`matusita`	Matusita distance	[15]
`max_symmetric_chisq`	Max-symmetric chi-square distance	[15]
`minkowski`	Minkowski distance	[15]
`motyka`	Motyka distance	[15]
`neyman_chisq`	Neyman chi-square distance	[13, 15]
`nonintersection`	Intersection distance	[15]
`pearson_chisq`	Pearson chi-square divergence	[14, 15]
`penroseshape`	Penrose shape distance	[3]
`soergel`	Soergel distance	[15]
`squared_chisq`	Squared chi-square distance	[15]
`squared_euclidean`	Squared Euclidean distance	[5, 15]
`squaredchord`	Squared-chord distance	[5, 15]
`taneja`	Taneja distance	[15, 16]
`tanimoto`	Tanimoto distance	[15]
`topsoe`	Topsøe distance	[15]
`vicis_symmetric_chisq`	Vicis Symmetric chi-square distance	[15]
`vicis_wave_hedges`	Vicis-Wave Hedges distance	[15]
`wave_hedges`	Wave Hedges distance	[15]

Caveats to implementation

Some measures are prone to the division by zero and the log of zero. In this implementation, 0/0 is treated as 0, and 0 log0 is also treated as 0. For the division by zero and log of zero cases, the zero is replaced by a very small value close to 0.

Test

You can run tests to ensure that the module works as expected.

python test.py

License

GNU General Public License, version 3

References

Bhattacharyya A (1947) On a measure of divergence between two statistical populations defined by probability distributions. Bull. Calcutta Math. Soc., 35, 99–109.
Bray JR, Curtis JT (1957) An ordination of the upland forest of the southern Winsconsin. Ecological Monographies. 27, 325-349.
Deza M, Deza E (2009) Encyclopedia of Distances. Springer-Verlag Berlin Heidelberg. 1-590. [doi: 10.1007/978-3-642-30958-8]
Dice LR (1945) Measures of the amount of ecologic association between species. Ecology. 26, 297-302.
Gavin DG et al. (2003) A statistical approach to evaluating distance metrics and analog assignments for pollen records. Quaternary Research 60, 356–367. [doi: 10.1016/S0033-5894(03)00088-7]
Gower JC. (1971) General Coefficient of Similarity and Some of Its Properties. Biometrics 27, 857-874. [doi: 10.2307/2528823]
Jeffreys H (1946) An Invariant Form for the Prior Probability in Estimation Problems. Proc.Roy.Soc.Lon., Ser. A 186, 453-461.
Krause EF (2012) Taxicab Geometry An Adventure in Non-Euclidean Geometry. Dover Publications. ISBN-13: 978-0486252025.
Kullback S, Leibler RA (1951) On information and sufficiency. Ann. Math. Statist. 22, 79–86
Kumar P, Johnson A. (2005) On a symmetric divergence measure and information inequalities, Journal of Inequalities in pure and applied Mathematics. 6(3).
Lee & Rashid (2008) Information Technology, ITSim 2008. [doi:10.1109/ITSIM.2008.4631601].
Lin J. (1991) Divergence measures based on the Shannon entropy. IEEE Transactions on Information Theory, 37(1), 145–151. [doi: 10.1109/18.61115]
Neyman J (1949) Contributions to the theory of the chi^2 test. Proceedings of the First Berkley Symposium on Mathematical Statistics and Probability, 239-73 [doi: 10.1525/9780520327016-030]
Pearson K. (1900) On the Criterion that a given system of deviations from the probable in the case of correlated system of variables is such that it can be reasonable supposed to have arisen from random sampling. Phil. Mag. 50, 157-172.
Sung-Hyuk C (2007) Comprehensive Survey on Distance/Similarity Measures between Probability Density Functions. International Journal of Mathematical Models and Methods in Applied Sciences. 1(4), 300-307 [pdf].
Taneja IJ. (1995) New Developments in Generalized Information Measures. Chapter in: Advances in Imaging and Electron Physics, Ed. P.W. Hawkes, 91, 37-135. [doi: 10.1016/S1076-5670(08)70106-X]
Virtanen P. (2020) SciPy 1.0: fundamental algorithms for scientific computing in Python. Nature Methods. 17, 261–272. [doi: 10.1038/s41592-019-0686-2].

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