This function computes \(D_{KL}(p||q)\), where \(p\sim \text{U}(a_1,b_1)\)
and \(q\sim \text{U}(a_2,b_2)\), with \(a_2<a_1<b_1<b_2\).
Usage
kld_uniform(a1, b1, a2, b2)
Arguments
- a1, b1
Range of true uniform distribution
- a2, b2
Range of approximate uniform distribution
Value
A scalar (the Kullback-Leibler divergence)
Examples
kld_uniform(a1 = 0, b1 = 1, a2 = 0, b2 = 2)
#> [1] 0.6931472