KL_mvnorm: Calculate the KL divergence between two multivariate...

Description Usage Arguments

View source: R/kl.R

Description

Calculate the KL divergence between two multivariate Gaussians

Usage

1
KL_mvnorm(mu1, sigma1, mu2, sigma2)

Arguments

mu1, mu2

mean vector of two distributions

sigma1, sigma2

covariance matrix (or lower-triangular vectors)


kleinschmidt/phondisttools documentation built on May 20, 2019, 5:57 p.m.