1045860141

Committed 19 Jul 2021 - 16:14 coverage: 60.0% (-17.8%) from 77.778%

Build Type

github

Committed by GitHub

Commit Message

Merge 226539b8a into cdc031c57

Run Details

1 of 7 new or added lines in 2 files covered. (14.29%)

12 of 20 relevant lines covered (60.0%)

496221.45 hits per line

Source File
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28.57

/src/multivariate.jl

1	function KL(p::AbstractMvNormal, q::AbstractMvNormal)
NEW 2	length(p) == length(q) \|\|	!
3	throw(DimensionMismatch("Distributions p and q have different dimensions $(length(p)) and $(length(q))"))
NEW 4	Σp = cov(p)	!
NEW 5	Σq = cov(q)	!
NEW 6	Δμ = mean(p) - mean(q)	!
NEW 7	0.5 * (tr(Σq \ Σp) + dot(Δμ / Σq, Δμ) - length(p) + logdet(Σq) - logdet(Σp))	!
8	end
9
10	function KL(p::MvNormal, q::MvNormal)
11	length(p) == length(q) \|\|	24×
12	throw(DimensionMismatch("Distributions p and q have different dimensions $(length(p)) and $(length(q))"))
13	0.5 * (tr(q.Σ \ p.Σ) + invquad(q.Σ, mean(p) - mean(q)) - length(p) + logdet(q.Σ) - logdet(p.Σ))	18×
14	end