kldest: Sample-Based Estimation of Kullback-Leibler Divergence

Estimation algorithms for Kullback-Leibler divergence between two probability distributions, based on one or two samples, and including uncertainty quantification. Distributions can be uni- or multivariate and continuous, discrete or mixed.

Package details

AuthorNiklas Hartung [aut, cre, cph] (<https://orcid.org/0000-0002-4000-6525>)
MaintainerNiklas Hartung <niklas.hartung@gmail.com>
LicenseMIT + file LICENSE
Version1.0.0
URL https://niklhart.github.io/kldest/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("kldest")

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kldest documentation built on May 29, 2024, 3 a.m.