R/compak_KL.R

In thomas-fung/compak: Conway-Maxwell-Poisson Associated Kernel

#' Calculate the Kullback-Leibler divergence between two density functions
#'
#' @param f1,f2 numeric vectors: two density functions
#'
#' @return The Kullback-Leibler distance between the two density functions.
#' @keywords internal
#'
compak_KL <- function(f1, f2) {
  # remove zeros from the KL sum
  non.zero <- which(f1 > 0)
  KL <- sum(f1[non.zero] * (log(f1[non.zero]) - log(f2[non.zero])))
  return(KL)
}