kldest

kldest-package

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.

internal

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

Sample-Based Estimation of Kullback-Leibler Divergence

kldest-package function

Maintainer: Niklas Hartung <a href="/link/niklas.hartung%40gmail.com?package=kldest&version=1.0.0" data-mini-rdoc="kldest::niklas.hartung@gmail.com">niklas.hartung@gmail.com</a> (<a href="https://orcid.org/0000-0002-4000-6525">ORCID</a>) [copyright holder]

Author

kldest: Sample-Based Estimation of Kullback-Leibler Divergence — kldest-package

Maintainer: Niklas Hartung <a href='mailto:niklas.hartung@gmail.com'>niklas.hartung@gmail.com</a> (<a href='https://orcid.org/0000-0002-4000-6525'>ORCID</a>) [copyright holder]

kldest-package: kldest: Sample-Based Estimation of Kullback-Leibler Divergence

Description

Arguments

Author

See Also