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...and kl are not the same. the documentation for the package doesn't mention to evaluate the densities at the same points. which one is correct? do I need to evaluate them at the same point or not? Thanks, Lavan -- View this message in context: http://www.nabble.com/Kullback-Leibler-Divergence-tp20056359p20056359.html Sent from the R help mailing list archive at Nabble.com.