| klfor2normals {RMBC} | R Documentation |
klfor2normals Compute the Kullback-Leibler divergence for 2 normal multivariate distributions
Description
klfor2normals Compute the Kullback-Leibler divergence for 2 normal multivariate distributions
Usage
klfor2normals(theta1.mu, theta1.sigma, theta2.mu, theta2.sigma)
Arguments
theta1.mu |
the location parameter of the first distribution |
theta1.sigma |
the covariance matrix of the first distribution |
theta2.mu |
the location parameter of the second distribution |
theta2.sigma |
the covariance matrix of the second distribution |
Value
the K-L divergence.
[Package RMBC version 0.1.0 Index]