Description Usage Arguments Value
klfor2normals Compute the Kullback-Leibler divergence for 2 normal multivariate distributions
1 | klfor2normals(theta1.mu, theta1.sigma, theta2.mu, theta2.sigma)
|
theta1.mu |
the location parameter of the first distribution |
theta1.sigma |
the covariance matrix of the first distribution |
theta2.mu |
the location parameter of the second distribution |
theta2.sigma |
the covariance matrix of the second distribution |
the K-L divergence.
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