Kullback-Leibler Divergence

Calculates the Kullback-Leibler Divergence between two probability distributions

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)

[Dimitri Shvorob]

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

[Nate Greene]

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

[Hung nguyen]

 

[amjad khan]

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