sumkl: sumkl The sum of K-L divergence measure between two...

Description Usage Arguments Value

View source: R/utils.R

Description

sumkl The sum of K-L divergence measure between two successive iterations for each component of a mixture distribution,

Usage

1
sumkl(thetaNew.mu, thetaNew.sigma, thetaOld.mu, thetaOld.sigma)

Arguments

thetaNew.mu

the location parameters of the first distribution

thetaNew.sigma

the covariance matrix of the first distribution

thetaOld.mu

the location parameter of the second distribution

thetaOld.sigma

the covariance matrix of the second distribution

Value

the K-L divergence.


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

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