constDiagMatrix

Specify a matrix with constant values on the diagonal and on the off-diagonals.
Such matrices can be used to vary the degree of dependency in covariate matrices,
for example when evaluating accuracy of KL-divergence estimation algorithms.

Estimation algorithms for Kullback-Leibler divergence between two probability
distributions, based on one or two samples, and including uncertainty quantification.
Distributions can be uni- or multivariate and continuous, discrete or mixed.

Niklas Hartung

kldest

Sample-Based Estimation of Kullback-Leibler Divergence

constDiagMatrix function

<dl><dt>dim</dt>
<dd>Dimension</dd>
<dt>diag</dt>
<dd>Value at the diagonal</dd>
<dt>offDiag</dt>
<dd>Value at off-diagonals</dd></dl>

Arguments

Constant plus diagonal matrix — constDiagMatrix

<dl>

<dt>dim</dt>
<dd>Dimension</dd>


<dt>diag</dt>
<dd>Value at the diagonal</dd>


<dt>offDiag</dt>
<dd>Value at off-diagonals</dd>

</dl>

constDiagMatrix: Constant plus diagonal matrix

Description

Usage

Value

Arguments

Examples