Calculate Kullback–Leibler (KL) divergence between two components
Usage
calculateKL(mu1, covMat1, mu2, covMat2)
Arguments
- mu1
Vector of means per dimension for first component
- covMat1
Covariance matrix of first component
- mu2
Vector of means per dimension for second component
- covMat2
Covariance matrix of second component
Value
Vector with log-likelihood values