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]