
KLdiv(object, ...)
## S3 method for class 'matrix':
KLdiv(object, eps=1e-4, ...)
x = (1:100)/100
## Gaussian and Student t are much closer to each other than
## to the uniform:
KLdiv(cbind(u=dunif(x), n=dnorm(x), t=dt(x, df=10)))
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