KL {StatRank}

Calculates KL Divergence between non-diagonal entries of two matrices

Description

Calculates KL Divergence between non-diagonal entries of two matrices

Usage

KL(A, B)

Arguments

A

first matrix, this is the "true" distribution

B

second matrix, this is the "estimated" distribution

Value

KL divergence

Examples

KL(matrix(runif(25), nrow=5), matrix(runif(25), nrow=5))