I have opened issue #25335 proposing to add lyubishchev_divergence
to scipy.spatial.distance
scipy.spatial.distance currently includes sokalsneath and
sokalmichener - dissimilarity functions for binary presence/absence
vectors, named after Sokal & Sneath (1963). There is no
continuous-measurement analogue with covariance structure
Lyubishchev (1943) defined exactly this - a divergence coefficient
for continuous measurements with full covariance structure, published
in Biometrics (1962), one year before Sokal & Sneath’s canonical text.
His name appears nowhere in scipy despite predating the functions that
do appear there
A working implementation with tests is available at:
The relevant function is divergence_coefficient in lyubishchev/core.py
Happy to open a PR if the proposal has support
Yours,
Akzhan