KL: Calculates KL Divergence between non-diagonal entries of two...

Description Usage Arguments Value Examples

View source: R/Evaluation.R

Description

Calculates KL Divergence between non-diagonal entries of two matrices

Usage

1
KL(A, B)

Arguments

A

first matrix, this is the "true" distribution

B

second matrix, this is the "estimated" distribution

Value

KL divergence

Examples

1
KL(matrix(runif(25), nrow=5), matrix(runif(25), nrow=5))

StatRank documentation built on May 1, 2019, 8:22 p.m.