[R] Kullback Liebler

Gaye Hattem glh at stowers-institute.org
Tue Apr 25 17:07:50 CEST 2006

On 23 Apr 2006 Tolga Uzner wrote:

> Does anyone have an implementation of KL apart from what is in reldist
> ? Something with flexibility to take in empirical data for two sets,
> or their CDF or their density, flagged separately for each ?

There's a function in the package flexmix called KLdiv for finding the Kullback-Leibler 
Divergence that takes a matrix of the density values of the distributions 
as input.

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