[R] Question about KLdiv and large datasets

Ralf B ralf.bierig at gmail.com
Fri Jul 16 15:56:26 CEST 2010


Hi all,

when running KL on a small data set, everything is fine:

require("flexmix")
n <- 20
a <- rnorm(n)
b <- rnorm(n)
mydata <- cbind(a,b)
KLdiv(mydata)

however, when this dataset increases

require("flexmix")
n <- 10000000
a <- rnorm(n)
b <- rnorm(n)
mydata <- cbind(a,b)
KLdiv(mydata)


KL seems to be not defined. Can somebody explain what is going on?

Thanks,
Ralf



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