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BivKLD  

Bivariate Kullback-Leibler Divergence
View on CRAN: Click here


Download and install BivKLD package within the R console
Install from CRAN:
install.packages("BivKLD")

Install from Github:
library("remotes")
install_github("cran/BivKLD")

Install by package version:
library("remotes")
install_version("BivKLD", "0.1.0")



Attach the package and use:
library("BivKLD")
Maintained by
Saurav Singla
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-09-02
Latest Update: 2026-09-02
Description:
Estimates the directed Kullback-Leibler divergence between two bivariate continuous distributions by numerical integration of kernel density estimates. Also computes pairwise divergences among groups and exact divergences for discrete, bivariate normal, bivariate Pareto type II, and independent bivariate Weibull models. The kernel estimator follows Chackochan, Sankaran and Nair (2026) <doi:10.1080/03610926.2025.2496687>.
How to cite:
Saurav Singla (2026). BivKLD: Bivariate Kullback-Leibler Divergence. R package version 0.1.0, https://cran.r-project.org/web/packages/BivKLD. Accessed 24 Oct. 2026.
Previous versions and publish date:
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Complete documentation for BivKLD
Functions, R codes and Examples using the BivKLD R package
Full BivKLD package functions and examples
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