KLDiv {RestoreNet} | R Documentation |
Kullback-Leibler divergence
Description
Kullback-Leibler divergence KL(P \Vert Q)
of Q from P for multivariate normal distributions
Usage
KLDiv(mu1, S1, mu2, S2)
Arguments
mu1 |
mean vector of P. |
S1 |
covariance matrix of P. |
mu2 |
mean vector of Q. |
S2 |
covariance matrix of Q. |
Value
Kullback-Leibler divergence KL(P \Vert Q)
of Q from P.
[Package RestoreNet version 1.0.1 Index]