kl_dist_cor: Kullback-Leibler Divergence

Description Usage Arguments Value

View source: R/outputs.R

Description

Calculates Kullback-Liebler Divergence for two multivariate normal distributions.

Usage

1
kl_dist_cor(X, wgt, ni)

Arguments

X

numeric data frame or matrix of factors to be considered.

wgt

an optional vector of weights.

ni

difference in means (mu1 - mu0)

Value

scalar of kullback-liebler divergence.


optinterv documentation built on March 26, 2020, 7:05 p.m.