curl --request POST \
  --url https://api.fincept.in/quantlib/physics/divergence/kl \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "p": [
    0.35,
    0.3,
    0.2,
    0.15
  ],
  "q": [
    0.25,
    0.25,
    0.25,
    0.25
  ],
  "base": 2.718281828459045
}
'

{
  "success": true,
  "data": {
    "kl_divergence": 0.1438
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

quantlib-physics

Calculate Kullback-Leibler Divergence

Calculates the Kullback-Leibler (KL) divergence from distribution Q to P, measuring how one probability distribution differs from a reference distribution. KL divergence is asymmetric and always non-negative. Essential for model comparison, portfolio rebalancing decisions, and detecting distribution shifts in market conditions.

Use Cases:

Compare forecast distributions to realized outcomes
Detect regime changes in market conditions
Evaluate model performance and goodness-of-fit
Measure portfolio drift from target allocation
Assess information gain from new data

Formula: D_KL(P||Q) = Σ p(x) log(p(x)/q(x))

Credits: 5 credits per request (Pro Tier) [Tier: ENTERPRISE, Credits: 10]

POST

quantlib

physics

divergence

curl --request POST \
  --url https://api.fincept.in/quantlib/physics/divergence/kl \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "p": [
    0.35,
    0.3,
    0.2,
    0.15
  ],
  "q": [
    0.25,
    0.25,
    0.25,
    0.25
  ],
  "base": 2.718281828459045
}
'

{
  "success": true,
  "data": {
    "kl_divergence": 0.1438
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

Authorizations

X-API-Key

string

header

required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json

number[]

required

Target probability distribution (must sum to 1)

Example:

[0.4, 0.3, 0.2, 0.1]

number[]

required

Reference probability distribution (must sum to 1)

Example:

[0.25, 0.25, 0.25, 0.25]

base

number

default:2.718281828459045

Logarithm base for divergence calculation

Example:

2.718281828459045

Response

KL divergence calculated successfully

success

boolean

Example:

true

data

object

Show child attributes

Free Tier (0 credits)

Basic Tier (1 credit)

Standard Tier (2 credits)

Pro Tier (5 credits)

Enterprise Tier (10 credits)

Calculate Kullback-Leibler Divergence

Authorizations

Body

Response