vaeac_kl_normal_normal {shapr} | R Documentation |
Compute the KL Divergence Between Two Gaussian Distributions.
Description
Computes the KL divergence between univariate normal distributions using the analytical formula, see https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence#Multivariate_normal_distributions.
Usage
vaeac_kl_normal_normal(p, q)
Arguments
p |
A |
q |
A |
Value
The KL divergence between the two Gaussian distributions.
Author(s)
Lars Henry Berge Olsen
[Package shapr version 1.0.4 Index]