trapz

Trapezoidal integration in 1 or 2 dimensions

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

trapz function

<dl><dt>h</dt>
<dd>A length <code>d</code> numeric vector of grid widths.</dd>
<dt>fx</dt>
<dd>A <code>d</code>-dimensional array (or a vector, if <code>d=1</code>).</dd></dl>

Arguments

Trapezoidal integration in 1 or 2 dimensions — trapz

<dl>

<dt>h</dt>
<dd>A length <code>d</code> numeric vector of grid widths.</dd>


<dt>fx</dt>
<dd>A <code>d</code>-dimensional array (or a vector, if <code>d=1</code>).</dd>

</dl>

trapz: Trapezoidal integration in 1 or 2 dimensions

Description

Usage

Value

Arguments

Examples