KNN Shannon Entropy Estimators.

1 |

`X` |
an input data matrix. |

`k` |
the maximum number of nearest neighbors to search. The default value is set to 10. |

`algorithm` |
nearest neighbor search algorithm. |

a vector of length `k`

for entropy estimates using `1:k`

nearest neighbors, respectively.

Shengqiao Li. To report any bugs or suggestions please email: shli@stat.wvu.edu.

H. Singh, N. Misra, V. Hnizdo, A. Fedorowicz and E. Demchuk (2003). “Nearest neighbor
estimates of entropy”. *American Journal of Mathematical and Management Sciences*, **23**, 301-321.

M.N. Goria, N.N.Leonenko, V.V. Mergel and P.L. Novi Inverardi (2005).
“A new class of random vector entropy estimators and its applications in testing statistical hypotheses”.
*Journal of Nonparametric Statistics*, **17**:3, 277–297.

R.M. Mnatsakanov, N. Misra, S. Li and E.J. Harner (2008). “K_n-nearest neighbor estimators of entropy”.
*Mathematical Methods of Statistics*, **17**:3, 261-277.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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