sumkl {RMBC}R Documentation

sumkl The sum of K-L divergence measure between two successive iterations for each component of a mixture distribution,

Description

sumkl The sum of K-L divergence measure between two successive iterations for each component of a mixture distribution,

Usage

sumkl(thetaNew.mu, thetaNew.sigma, thetaOld.mu, thetaOld.sigma)

Arguments

thetaNew.mu

the location parameters of the first distribution

thetaNew.sigma

the covariance matrix of the first distribution

thetaOld.mu

the location parameter of the second distribution

thetaOld.sigma

the covariance matrix of the second distribution

Value

the K-L divergence.


[Package RMBC version 0.1.0 Index]