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

3 次查看（过去 30 天）
Menna El Hefnawy
Menna El Hefnawy 2017-3-26
回答： Peter Eze 2018-2-28
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

请先登录，再回答此问题。

回答（1 个）

Peter Eze
Peter Eze 2018-2-28
Can we start with the formular of relative entropy you wish to compute?

类别

在 Help Center 和 File Exchange 中查找有关 Descriptive Statistics and Visualization 的更多信息

标签

Community Treasure Hunt

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

Start Hunting!

Translated by