DKL: Find the Kullback-Leibler divergence of two empirical...

Description Usage Arguments Value

Description

Find the Kullback-Leibler divergence of two empirical distributions.

Usage

1
DKL(n, m)

Arguments

n

the 'true' distribution

m

the estimated distribution

Value

numeric the divergence between p and q


PhilChodrow/compx documentation built on May 8, 2019, 1:34 a.m.