This package should not be used. There are major bugs in the code and they will not be fixed.
Estimate the KL-divergence between two distributions
using Distributions, KLDivergence
kl_divergence(Normal(0, 1), Normal(1, 1))
KL-divergence estimation in Julia
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johnmyleswhite/KLDivergence.jl
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KL-divergence estimation in Julia
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