Dear R Users, Does anyone have an implementation of KL apart from what is in reldist ? Something with flexibility to take in empirical data for two sets, or their CDF or their density, flagged separately for each ? Thanks
On 23 Apr 2006 Tolga Uzner wrote:> Does anyone have an implementation of KL apart from what is in reldist > ? Something with flexibility to take in empirical data for two sets, > or their CDF or their density, flagged separately for each ?There's a function in the package flexmix called KLdiv for finding the Kullback-Leibler Divergence that takes a matrix of the density values of the distributions as input.