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kldest  

Sample-Based Estimation of Kullback-Leibler Divergence
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("kldest", "1.0.0")



Attach the package and use:
library("kldest")
Maintained by
Niklas Hartung
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-04-09
Latest Update: 2024-04-09
Description:
Estimation algorithms for Kullback-Leibler divergence between two probability distributions, based on one or two samples, and including uncertainty quantification. Distributions can be uni- or multivariate and continuous, discrete or mixed.
How to cite:
Niklas Hartung (2024). kldest: Sample-Based Estimation of Kullback-Leibler Divergence. R package version 1.0.0, https://cran.r-project.org/web/packages/kldest. Accessed 22 Dec. 2024.
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