Ralf B
2010-Aug-04 05:14 UTC
[R] Kullback–Leibler divergence question (flexmix::KLdiv) Urgent!
Hi all, x <- cbind(rnorm(500),rnorm(500)) KLdiv(x, eps=1e-4) KLdiv(x, eps=1e-5) KLdiv(x, eps=1e-6) KLdiv(x, eps=1e-7) KLdiv(x, eps=1e-8) KLdiv(x, eps=1e-9) KLdiv(x, eps=1e-10) ... KLdiv(x, eps=1e-100) ... KLdiv(x, eps=1e-1000) When calling flexmix::KLdiv using the given code I get results with increasing value the smaller I pick the accuracy parameter 'eps' until finally reaching infinite. If I pick the number too low, I get NA as a result. What is the best value for eps and how should one deal with this? Should I simple pick a value that returns an result and then keep the accuracy value constant at this level for all my analysis in order to get comparable results? Ralf