fairlens.metrics.distance#

Collection of metrics, tests that measure the distance, or similarity, between two univariate distributions.

Classes

BinomialDistance

Difference distance between two binary data samples.

CategoricalDistanceMetric

Base class for distance metrics on categorical data.

ContinuousDistanceMetric

Base class for distance metrics on continuous data.

DistanceMetric

Base class for distance metrics that compare samples from two distributions.

EarthMoversDistance

Earth movers distance (EMD), aka Wasserstein 1-distance, for categorical data.

HellingerDistance

Hellinger distance between two probability distributions.

JensenShannonDivergence

Jensen-Shannon Divergence between two probability distributions.

KolmogorovSmirnovDistance

Kolmogorov-Smirnov (KS) distance between two data samples.

KruskalWallis

KullbackLeiblerDivergence

KullbackÔÇôLeibler Divergence or Relative Entropy between two probability distributions.

MeanDistance

The difference between the means of the two distributions.

Norm

LP Norm between two probability distributions.