R: Sample-Based Estimation of Kullback-Leibler Divergence

# Sample-Based Estimation of Kullback-Leibler Divergence

## Documentation for package ‘kldest’ version 1.0.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

combinations | Combinations of input arguments
constDiagMatrix | Constant plus diagonal matrix
convergence_rate | Empirical convergence rate of a KL divergence estimator
is_two_sample | Detect if a one- or two-sample problem is specified
kld_ci_bootstrap | Uncertainty of KL divergence estimate using Efron's bootstrap.
kld_ci_subsampling | Uncertainty of KL divergence estimate using Politis/Romano's subsampling bootstrap.
kld_discrete | Analytical KL divergence for two discrete distributions
kld_est | Kullback-Leibler divergence estimator for discrete, continuous or mixed data.
kld_est_brnn | Bias-reduced generalized k-nearest-neighbour KL divergence estimation
kld_est_discrete | Plug-in KL divergence estimator for samples from discrete distributions
kld_est_kde | Kernel density-based Kullback-Leibler divergence estimation in any dimension
kld_est_kde1 | 1-D kernel density-based estimation of Kullback-Leibler divergence
kld_est_kde2 | 2-D kernel density-based estimation of Kullback-Leibler divergence
kld_est_nn | k-nearest neighbour KL divergence estimator
kld_exponential | Analytical KL divergence for two univariate exponential distributions
kld_gaussian | Analytical KL divergence for two uni- or multivariate Gaussian distributions
kld_uniform | Analytical KL divergence for two uniform distributions
kld_uniform_gaussian | Analytical KL divergence between a uniform and a Gaussian distribution
mvdnorm | Probability density function of multivariate Gaussian distribution
to_uniform_scale | Transform samples to uniform scale
tr | Matrix trace operator
trapz | Trapezoidal integration in 1 or 2 dimensions