[R] Question about KLdiv and large datasets

[Peter Ehlers]

On 2010-07-16 7:56, Ralf B wrote:
> 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

Ralf,

You can adjust the 'eps=' argument. But I don't know
what this will do to the reliability of the results.

KLdiv(mydata, eps = 1e-7)

   -Peter Ehlers