johnmyleswhite/KLDivergence.jl — pull request #2 by ingmarschuster (2013-08-07 09:38:54+00:00)
Title: Added Jensen-Shannon divergence and symmetrized Kullback-Leibler.

Changed function names to reflect more general code. Open to suggestions here. Changed test code to also test new divergence functions. If I recall correctly, this package stands to be integrated into other stats packages, so I leave file renaming etc up to John.