VBmix (version 0.3.2)

klmc:

Description

computes Monte Carlo estimate of KL divergence between GMM.

Usage

klmc(mod1, mod2, nsamp = 5000)

Arguments

mod1

GMM parameter to KL(mod1 || mod2).

mod2

GMM parameter to KL(mod1 || mod2).

nsamp

number of samples used to build estimate.

Value

KL value.

See Also

jsmc gaussianKL

Examples

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