kullback.leibler: Kullback-Leibler divergence
In Rtreemix: Rtreemix: Mutagenetic trees mixture models.

Description Usage Arguments Value Warning Author(s) See Also Examples

A function for calculating the Kullback-Leibler divergence between two discrete probability distributions. The vectors specifying the probability distributions must have the same length.

1	kullback.leibler(p, q)

`p`	A `numeric` vector specifying the the first probability distribution. It has to have the same length as `q`.
`q`	A `numeric` vector specifying the the second probability distribution.

The function returns the Kullback-Leibler divergence between the two specified descrete probability distributions.

The function does not check whether the values in the vectors specifying the discrete probability distributions sum up to one.

Jasmina Bogojeska

L1.dist, L2.norm, stability.sim

## Define two discrete probability distributions with equal lengths.
p <- c(0.1, 0.2, 0.3, 0.4)
q <- c(0.2, 0.5, 0.1, 0.2)

## Calculate the Kullback-Leibler divergence
## between the probability distributions p and q
kullback.leibler(p, q)