On 2010-07-16 7:56, Ralf B wrote:
Hi all,
when running KL on a small data set, everything is fine:
require("flexmix")
n<- 20
a<- rnorm(n)
b<- rnorm(n)
mydata<- cbind(a,b)
KLdiv(mydata)
however, when this dataset increases
require("flexmix")
n<- 10000000
a<- rnorm(n)
b<- rnorm(n)
mydata<- cbind(a,b)
KLdiv(mydata)
KL seems to be not defined. Can somebody explain what is going on?
Thanks,
Ralf
Ralf,
You can adjust the 'eps=' argument. But I don't know
what this will do to the reliability of the results.
KLdiv(mydata, eps = 1e-7)
-Peter Ehlers
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