vsgoftest: An Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence.

Justine Lequesne Philippe Regnault

Published in: CoRR (2018)

Keyphrases

kullback leibler divergence
goodness of fit
kl divergence
mutual information
chi square
information theoretic
information theory
probability density function
distance measure
cross entropy
marginal distributions
gaussian distribution
information gain
mahalanobis distance
multiscale
gaussian mixture