Man pages for kldest
Sample-Based Estimation of Kullback-Leibler Divergence

combinationsCombinations of input arguments
constDiagMatrixConstant plus diagonal matrix
convergence_rateEmpirical convergence rate of a KL divergence estimator
is_two_sampleDetect if a one- or two-sample problem is specified
kld_ci_bootstrapUncertainty of KL divergence estimate using Efron's...
kld_ci_subsamplingUncertainty of KL divergence estimate using Politis/Romano's...
kld_discreteAnalytical KL divergence for two discrete distributions
kld_estKullback-Leibler divergence estimator for discrete,...
kld_est_brnnBias-reduced generalized k-nearest-neighbour KL divergence...
kld_est_discretePlug-in KL divergence estimator for samples from discrete...
kld_est_kdeKernel density-based Kullback-Leibler divergence estimation...
kld_est_kde11-D kernel density-based estimation of Kullback-Leibler...
kld_est_kde22-D kernel density-based estimation of Kullback-Leibler...
kld_est_nnk-nearest neighbour KL divergence estimator
kldest-packagekldest: Sample-Based Estimation of Kullback-Leibler...
kld_exponentialAnalytical KL divergence for two univariate exponential...
kld_gaussianAnalytical KL divergence for two uni- or multivariate...
kld_uniformAnalytical KL divergence for two uniform distributions
kld_uniform_gaussianAnalytical KL divergence between a uniform and a Gaussian...
mvdnormProbability density function of multivariate Gaussian...
to_uniform_scaleTransform samples to uniform scale
trMatrix trace operator
trapzTrapezoidal integration in 1 or 2 dimensions
kldest documentation built on May 29, 2024, 3 a.m.