EntropyEstimation (version 1.2.1)

KL.Plugin: KL.Plugin

Description

Returns the augmented plugin estimator of Kullback-Leibler Divergence. See Zhang and Grabchak (2014b) for details.

Usage

KL.Plugin(x, y)

Arguments

x

Vector of counts from first distribution. Must be integer valued. Each entry represents the number of observations of a distinct letter.

y

Vector of counts from second distribution. Must be integer valued. Each entry represents the number of observations of a distinct letter.

Author

Lijuan Cao and Michael Grabchak

References

Z. Zhang and M. Grabchak (2014b). Nonparametric Estimation of Kullback-Leibler Divergence. Neural Computation, 26(11): 2570-2593.

Examples

 x = c(1,3,7,4,8) 
 y = c(2,5,1,3,6) 
 KL.Plugin(x,y)  
 KL.Plugin(y,x)