6.3.9.6.1.1.4. statsmodels.sandbox.distributions.mv_normal.BivariateNormal.kl

BivariateNormal.kl(other)

Kullback-Leibler divergence between this and another distribution

int f(x) (log f(x) - log g(x)) dx

where f is the pdf of self, and g is the pdf of other

uses double integration with scipy.integrate.dblquad

limits currently hardcoded