VBmix (version 0.3.2)

jsmc:

Description

computes Monte Carlo estimate of Jensen-Shannon (JS) divergence between GMM.

Usage

jsmc(mod1, mod2, nsamp = 5000)

Arguments

mod1

GMM parameter to JS(mod1 || mod2).

mod2

GMM parameter to JS(mod1 || mod2).

nsamp

number of samples used to build estimate.

Value

JS divergence value.

See Also

klmc gaussianKL

Examples

temp <- jsmc(gmmpen[[1]], gmmpen[[2]])