Kullback-Leibler Divergence

Calculates the Kullback-Leibler Divergence between two probability distributions

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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://au.mathworks.com/matlabcentral/fileexchange/20688-kullback-leibler-divergence), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0

BUG_FIXED