Is there any reliable file/function to compute relative entropy?

3 Ansichten (letzte 30 Tage)
Menna El Hefnawy
Menna El Hefnawy am 26 Mär. 2017
Beantwortet: Peter Eze am 28 Feb. 2018
Hi. Is anyone aware of an efficient exchange file/function to compute the relative entropy between two distributions? The ones available online don't seem to work properly. I can compute it manually but it is very inefficient. I am dealing with intra-daily financial data. Thx MH

Melden Sie sich an, um diese Frage zu beantworten.

Antworten (1)

Peter Eze
Peter Eze am 28 Feb. 2018
Can we start with the formular of relative entropy you wish to compute?

Kategorien

Mehr zu Descriptive Statistics and Visualization finden Sie in Help Center und File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by