www.gusucode.com > emg_functions > emg_functions/distance_measures/KL_divergence.m

    % Betthauser - 2016 - compute KL divergence between two PDF bin vectors
function kl = KL_divergence(p,q) 
    p = p+eps; q = q+eps;
    kl = abs(sum(p.*( log2(p)-log2(q) )) + sum(q.*( log2(q)-log2(p) )));
end