kldest-package: kldest: Sample-Based Estimation of Kullback-Leibler...

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kldest: Sample-Based Estimation of Kullback-Leibler Divergence

Description

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.

Author(s)

Maintainer: Niklas Hartung niklas.hartung@gmail.com (ORCID) [copyright holder]

See Also

Useful links:


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