InformationGeometry

This is the documentation of InformationGeometry.jl, a Julia package for differential-geometric analyses of parameter inference problems.

Build Status
appveyorcodecov

Main Uses

  • maximum likelihood estimation
  • construction and visualization of exact confidence regions
  • efficient calculation of Kullback-Leibler divergences
  • computation of geometric quantities such as geodesics and curvature on the parameter manifold

Installation

As with any Julia package, InformationGeometry.jl can be added from the Julia terminal via

julia> ] add InformationGeometry

or alternatively by

julia> using Pkg; Pkg.add("InformationGeometry")