[R] Question about KLdiv and large datasets

[Ralf B]

Is the 'eps' argument part of KLdiv (was not able to find that in the
help pages) or part of a general environment (such as the graphics
parameters 'par' ) ? I am asking so that I can read about it what it
actually does to resolve the question you already raised about its
reliability...

Ralf

On Fri, Jul 16, 2010 at 10:41 AM, Peter Ehlers <ehlers at ucalgary.ca> wrote:
> 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
>