Entropy and Kullback-Leibler functions for MV Normal, Dirichlet, Wishart and Normal-Wishart.

google-deepmind / torch-distributions

Probability distributions, wrapped for Torch.

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Entropy and Kullback-Leibler functions for MV Normal, Dirichlet, Wishart and Normal-Wishart. #31

Closed dpfau closed 9 years ago

dpfau commented 9 years ago

dir, wishart, mvn and nw in distributions all now have function 'entropy' and 'kl'. Corresponding tests for all 8 functions have been created, making sure the calling convention works and the return value is nonnegative.