This merge brings in an implementation of relative entropy on time series data. Each time series is assumed to represent a sequence of observations from some distribution, and the relative_entropy function computes the relative entropy using the first argument to construct the posterior distribution and the second argument to construct the prior.
This merge brings in an implementation of relative entropy on time series data. Each time series is assumed to represent a sequence of observations from some distribution, and the
relative_entropyfunction computes the relative entropy using the first argument to construct the posterior distribution and the second argument to construct the prior.This merge will close #10 .