kldest: Sample-Based Estimation of Kullback-Leibler Divergence (original) (raw)
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.
| Version: | 1.0.0 |
|---|---|
| Imports: | stats, RANN |
| Suggests: | knitr, rmarkdown, KernSmooth, testthat (≥ 3.0.0) |
| Published: | 2024-04-09 |
| DOI: | 10.32614/CRAN.package.kldest |
| Author: | Niklas Hartung |
| Maintainer: | Niklas Hartung <niklas.hartung at gmail.com> |
| BugReports: | https://github.com/niklhart/kldest/issues |
| License: | MIT + file |
| URL: | https://niklhart.github.io/kldest/ |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | kldest results |
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