klfor2normals: klfor2normals Compute the Kullback-Leibler divergence for 2...

Description Usage Arguments Value

View source: R/utils.R

Description

klfor2normals Compute the Kullback-Leibler divergence for 2 normal multivariate distributions

Usage

1
klfor2normals(theta1.mu, theta1.sigma, theta2.mu, theta2.sigma)

Arguments

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

Value

the K-L divergence.


RMBC documentation built on July 22, 2021, 9:07 a.m.

Related to klfor2normals in RMBC...