kldest-package {kldest} | R Documentation |
kldest: Sample-Based Estimation of Kullback-Leibler Divergence
Description
Estimation algorithms for Kullback-Leibler divergence between two probability distributions, based on one or two samples, and including uncertainty quantification. Distributions can be uni- or multivariate and continuous, discrete or mixed.
Author(s)
Maintainer: Niklas Hartung niklas.hartung@gmail.com (ORCID) [copyright holder]
See Also
Useful links:
[Package kldest version 1.0.0 Index]