JuliaStats/Distances.jl — pull request #1 by yulijia (2014-08-27 12:54:28+00:00)
Title: update Jensen-Shannon metric function

The square root of the Jensen–Shannon divergence is a metric. We can use it to calculate multi-distributions divergence. In bioinformatics field, we often use it to test isoform abundance changes among multiple expreiments in RNA-Seq data.

Here is the Jensen-Shannon divergence of m discrete probability distributions (p^1, ...,p^m ):

![img](http://www.sciweavers.org/tex2img.php?eq=JSmetric%28p%5E1%2C...%2Cp%5Em%29%3DH%28%5Cfrac%7Bp%5E1%2B...%2Bp%5Em%7D%7Bm%7D%29-%5Cfrac%7B%5Csum_%7Bj%3D1%7D%5E%7Bm%7D%20H%28p%5Ej%29%7D%7Bm%7D&bc=White&fc=Black&im=jpg&fs=12&ff=arev&edit=0)

where H() is entropy.