kld_uniform_gaussian: Analytical KL divergence between a uniform and a Gaussian...

In kldest: Sample-Based Estimation of Kullback-Leibler Divergence

Analytical KL divergence between a uniform and a Gaussian distribution

Description

This function computes D_{KL}(p||q), where p\sim \text{U}(a,b) and q\sim \mathcal{N}(\mu,\sigma^2).

Usage

kld_uniform_gaussian(a = 0, b = 1, mu = 0, sigma2 = 1)

Arguments

a, b	Parameters of uniform (true) distribution
mu, sigma2	Parameters of Gaussian (approximate) distribution

Value

A scalar (the Kullback-Leibler divergence)

Examples

kld_uniform_gaussian(a = 0, b = 1, mu = 0, sigma2 = 1)

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