Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Need Kullback–Leiber divergence measure
From
"Michael C. Morrison" <[email protected]>
To
[email protected]
Subject
st: Need Kullback–Leiber divergence measure
Date
Fri, 07 May 2010 19:46:57 -0500
I've searched Stata (with no success) for "KullbackLeiber divergence"
also known as the information number, discrimination function, and
“distance.”
It's used to measure the divergence between two distributions.
Any help would be appreciated.
Mike
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/