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