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

Ariel Linden ()
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Ariel Linden: Linden Consulting Group, LLC

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 11
Keywords: distance; probability density function; similiarity (search for similar items in EconPapers)
Date: 2025-07-27
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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http://fmwww.bc.edu/repec/bocode/d/distprobmat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/d/distprobmat.sthlp help file (text/plain)

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