johnmyleswhite / KLDivergence.jl

KL-divergence estimation in Julia

KLDivergence.jl

NOTICE

This package should not be used. There are major bugs in the code and they will not be fixed.

Introduction

Estimate the KL-divergence between two distributions

Usage

using Distributions, KLDivergence

kl_divergence(Normal(0, 1), Normal(1, 1))