Calculates the Kullback-Leibler (KL) divergence from distribution Q to P, measuring how one probability distribution differs from a reference distribution. KL divergence is asymmetric and always non-negative. Essential for model comparison, portfolio rebalancing decisions, and detecting distribution shifts in market conditions.
Use Cases:
Formula: D_KL(P||Q) = Σ p(x) log(p(x)/q(x))
Credits: 5 credits per request (Pro Tier)
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