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kldest

Sample-Based Estimation of Kullback-Leibler Divergence

v1.0.0 · Apr 9, 2024 · MIT + file LICENSE

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.

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1 tracked
new 1.0.0 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Apr 9, 2024. Releases before tracking aren’t shown.