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## Kullback-Leibler distance between mixtures
KLdivmix <- function(mixRef, mixTest) {
interval <- support(mixRef)
if(!all(interval == support(mixRef)))
warning("Support of mixRef and mixTest do not match.")
## note: setting stop.on.error to FALSE manages to avoid boundary
## value issues
integrate(function(x) { dmix(mixRef, x) * (dmix(mixRef,x,log=TRUE) - dmix(mixTest,x,log=TRUE)) }, interval[1], interval[2], stop.on.error=FALSE )$value
}
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