kld_uniform {kldest}

Analytical KL divergence for two uniform distributions

Description

This function computes D_{KL}(p||q), where p\sim \text{U}(a_1,b_1) and q\sim \text{U}(a_2,b_2), with a_2<a_1<b_1<b_2.

Usage

kld_uniform(a1, b1, a2, b2)

Arguments

a1, b1

Range of true uniform distribution

a2, b2

Range of approximate uniform distribution

Value

A scalar (the Kullback-Leibler divergence)

Examples

kld_uniform(a1 = 0, b1 = 1, a2 = 0, b2 = 2)