Kullback-Leibler Divergence

Version 1.0.0.0 (541 Bytes) by Nima Razavi
Calculates the Kullback-Leibler Divergence between two probability distributions
3.3
(12)
17.3K Downloads
Updated 15 Jul 2008

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For the description of the divergence you can take a look at :
http://en.wikipedia.org/wiki/Kullback-Leibler_divergence

Cite As

Nima Razavi (2026). Kullback-Leibler Divergence (https://nl.mathworks.com/matlabcentral/fileexchange/20688-kullback-leibler-divergence), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0

BUG_FIXED