search for: 93leibler_divergence

I am trying to do something in R and would appreciate a push into the right direction. I hope some of you experts can help. I have two distributions obtrained from 10000 datapoints each (about 10000 datapoints each, non-normal with multi-model shape (when eye-balling densities) but other then that I know little about its distribution). When plotting the two distributions together I can see that