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Kullback-Leibler Divergence

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Kullback-Leibler Divergence

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13 Jul 2008 (Updated )

Calculates the Kullback-Leibler Divergence between two probability distributions

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Description

For the description of the divergence you can take a look at :
http://en.wikipedia.org/wiki/Kullback-Leibler_divergence

MATLAB release MATLAB 7.4 (R2007a)
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Comments and Ratings (7)
27 Apr 2014 Erkin

Shouldn't the log value be log2 instead of natural logarithm?

18 Apr 2014 wang

Sir, can you give a detailed description of P and Q in this function? example better.

07 Aug 2013 Maysam Shahedi  
18 Oct 2011 amjad khan

dear sir we need kld for feature selection in MRI brain image can some one help me

07 May 2011 Hung nguyen  
07 Mar 2011 Nate Greene

Please note that the logarithms should be base 2 if calculating values in bits.

14 Jul 2008 Dimitri Shvorob

Your implementation is third of its kind on FEX: please take time to search FEX for existing code before posting.

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