BivKLD - Bivariate Kullback-Leibler Divergence

Estimates the directed Kullback-Leibler divergence between two bivariate continuous distributions by numerical integration of kernel density estimates. Also computes pairwise divergences among groups and exact divergences for discrete, bivariate normal, bivariate Pareto type II, and independent bivariate Weibull models. The kernel estimator follows Chackochan, Sankaran and Nair (2026) <doi:10.1080/03610926.2025.2496687>.