Is there any reliable file/function to compute relative entropy?
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Hi. Is anyone aware of an efficient exchange file/function to compute the relative entropy between two distributions? The ones available online don't seem to work properly. I can compute it manually but it is very inefficient. I am dealing with intra-daily financial data. Thx MH
Answers (1)
Peter Eze
on 28 Feb 2018
0 votes
Can we start with the formular of relative entropy you wish to compute?
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on 26 Mar 2017
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