entropy (Q55658)
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Estimation of Entropy, Mutual Information and Related Quantities
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | entropy |
Estimation of Entropy, Mutual Information and Related Quantities |
Statements
Jean Hausser
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7 April 2025
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Implements various estimators of entropy for discrete random variables, including the shrinkage estimator by Hausser and Strimmer (2009), the maximum likelihood and the Millow-Madow estimator, various Bayesian estimators, and the Chao-Shen estimator. It also offers an R interface to the NSB estimator. Furthermore, the package provides functions for estimating the Kullback-Leibler divergence, the chi-squared divergence, mutual information, and the chi-squared divergence of independence. It also computes the G statistic and the chi-squared statistic and corresponding p-values. Furthermore, there are functions for discretizing continuous random variables.
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Identifiers
13 October 2021
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