function [d] = spm_kl_gamma (b_q,c_q,b_p,c_p) % KL divergence between two Gamma densities % FORMAT [d] = spm_kl_gamma (b_q,c_q,b_p,c_p) % % KL (Q||P) = where avg is wrt Q % % b_q, c_q Parameters of first Gamma density % b_p, c_p Parameters of second Gamma density %___________________________________________________________________________ % Copyright (C) 2008 Wellcome Trust Centre for Neuroimaging % Will Penny % $Id: spm_kl_gamma.m 2696 2009-02-05 20:29:48Z guillaume $ digamma_c_q=psi(c_q); d=(c_q-1)*digamma_c_q-log(b_q)-c_q-gammaln(c_q); d=d+gammaln(c_p)+c_p*log(b_p)-(c_p-1)*(digamma_c_q+log(b_q)); d=d+b_q*c_q/b_p;