kld_exponential: Analytical KL divergence for two univariate exponential...
In kldest: Sample-Based Estimation of Kullback-Leibler Divergence
View source: R/kld-analytical.R
kld_exponential R Documentation
Analytical KL divergence for two univariate exponential distributions
Description
This function computes D_{KL}(p||q), where p\sim \text{Exp}(\lambda_1)
and q\sim \text{Exp}(\lambda_2), in rate parametrization.
Usage
kld_exponential(lambda1, lambda2)
Arguments
lambda1
A scalar (rate parameter of true exponential distribution)
lambda2
A scalar (rate parameter of approximate exponential distribution)
Value
A scalar (the Kullback-Leibler divergence)
Examples
kld_exponential(lambda1 = 1, lambda2 = 2)
kldest documentation built on May 29, 2024, 3 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/kld-analytical.R
| kld_exponential | R Documentation |
Analytical KL divergence for two univariate exponential distributions
Description
This function computes D_{KL}(p||q), where p\sim \text{Exp}(\lambda_1)
and q\sim \text{Exp}(\lambda_2), in rate parametrization.
Usage
kld_exponential(lambda1, lambda2)
Arguments
lambda1 |
A scalar (rate parameter of true exponential distribution) |
lambda2 |
A scalar (rate parameter of approximate exponential distribution) |
Value
A scalar (the Kullback-Leibler divergence)
Examples
kld_exponential(lambda1 = 1, lambda2 = 2)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.