Dear R users, Is anyone willing to share some sample code using R that calculates the Kullback-Leibler divergence in information contained in the the posterior distribution relative to the prior for some simple continuous distribution such as a normal? We are thinking of an informative prior and using Kullback-Leibler to quantify how much information is gained from the merging of the data with the prior.
Terrence E. Murphy, Ph.D. Program on Aging Yale University 300 George St., Suite 775 New Haven, CT 06511 [EMAIL PROTECTED] phone: 203-737-2295 fax: 203-785-4823 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
