KL.Plugin {EntropyEstimation} | R Documentation |
Returns the augmented plugin estimator of Kullback-Leibler Divergence. See Zhang and Grabchak (2014b) for details.
KL.Plugin(x, y)
x |
Vector of counts from first distribution. Must be integer valued. Each entry represents the number of observations of a distinct letter. |
y |
Vector of counts from second distribution. Must be integer valued. Each entry represents the number of observations of a distinct letter. |
Lijuan Cao and Michael Grabchak
Z. Zhang and M. Grabchak (2014b). Nonparametric Estimation of Kullback-Leibler Divergence. Neural Computation, 26(11): 2570-2593.
x = c(1,3,7,4,8) y = c(2,5,1,3,6) KL.Plugin(x,y) KL.Plugin(y,x)