Re: [R] Entropy/KL-Distance question

2008-01-11 Thread David Hewitt
> I have the CDF of a discrete probability distribution. I now observe a > change in this CDF at one point. I would like to find a new CDF such that > it has the shortest Kullback-Leibler Distance to the original CDF and > respects my new observation. Is there an existing package in R which w

[R] Entropy/KL-Distance question

2008-01-10 Thread tolga . i . uzuner
Dear R-Users, I have the CDF of a discrete probability distribution. I now observe a change in this CDF at one point. I would like to find a new CDF such that it has the shortest Kullback-Leibler Distance to the original CDF and respects my new observation. Is there an existing package in R whi