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optinterv (version 0.1.0)

kl_dist_cor: Kullback-Leibler Divergence

Description

Calculates Kullback-Liebler Divergence for two multivariate normal distributions.

Usage

kl_dist_cor(X, wgt, ni)

Arguments

X

numeric data frame or matrix of factors to be considered.

wgt

an optional vector of weights.

ni

difference in means (mu1 - mu0)

Value

scalar of kullback-liebler divergence.