Computes the relative entropy of two distributions.
Usage
relative_entropy(prior, posterior)
Arguments
- prior
A prior probability distribution.
- posterior
A posterior probability distribution.
Value
A double with the relative entropy.
Examples
set.seed(222)
prior <- rep(1 / 100, 100)
posterior <- runif(100)
posterior <- posterior / sum(posterior)
relative_entropy(prior, posterior)
#> [1] 0.2074987