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DISTPROBMAT: Stata module to compute distance/similarity measures between two probability density matrices

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Abstract

distprobmat computes 46 different distance/similarity measures between probability density functions, as surveyed in Cha (2007). distprobmat requires that the probability densities to be compared are stored in two matrices with the same number of rows and columns. Given that the distances are computed for each row separately, each row in the two matrices must sum to 1.0. distprobmat produces the same results as those of the R package philentropy.

Suggested Citation

  • Ariel Linden, 2025. "DISTPROBMAT: Stata module to compute distance/similarity measures between two probability density matrices," Statistical Software Components S459482, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459482
    Note: This module should be installed from within Stata by typing "ssc install distprobmat". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/d/distprobmat.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/d/distprobmat.sthlp
    File Function: help file
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