KLDiv | R Documentation |
Kullback-Leibler divergence KL(P \Vert Q)
of Q from P for multivariate normal distributions
KLDiv(mu1, S1, mu2, S2)
mu1 |
mean vector of P. |
S1 |
covariance matrix of P. |
mu2 |
mean vector of Q. |
S2 |
covariance matrix of Q. |
Kullback-Leibler divergence KL(P \Vert Q)
of Q from P.
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