Calculates the Kullback-Leibler divergence D(P||Q). Supports multivariate distributions. Supports discrete or continuous distributions.
The distribution Q in D(P||Q), e.g. the Prior.
The distribution P in D(P||Q), e.g. the Posterior.
The base of the computation.
The Kullback-Leibler divergence in NATS if the logarithm is natural, BITS if the logarithm is base 2.
Calculate the Kullback–Leibler divergence between 2 distributions with the same variables, D(P||Q).
A value of 0 indicates that the two distributions behave in a very similar or identical way.