vsgoftest: An R Package for Goodness-of-Fit Testing Based on Kullback-Leibler Divergence.
Justine LequesnePhilippe RegnaultPublished in: J. Stat. Softw. (2020)
Keyphrases
- kullback leibler divergence
- goodness of fit
- kl divergence
- chi square
- information theoretic
- mutual information
- probability density function
- information theory
- distance measure
- marginal distributions
- cross entropy
- mahalanobis distance
- dissimilarity measure
- posterior distribution
- diffusion tensor
- closed form
- test set
- mixture model
- model selection