MVN_DIV_JS Compute the Jensen-Shannon (JS) divergence between two multivariate normals. [d] = MVN_DIV_JS(m1, m2) computes the JS divergence between two multivariate normals. d is never negative. The JS divergence is defined as: d = 0.5*KL(m1, m1+m2) + 0.5*KL(m2, m1+m2)
Package: mvn