empirical.entropy: Empirical entropy

In Rfast2: A Collection of Efficient and Extremely Fast R Functions II

Empirical entropy

Description

Empirical entropy.

Usage

empirical.entropy(x, k = NULL, pretty = FALSE) 

Arguments

x	A numerical vector with continuous values.
k	If you want to cut the data into a specific range plug it here, otherwise this decide based upon the Freedman-Diaconis' rule.
pretty	Should the breaks be equally space upon the range of x? If yes, let this FALSE. If this is TRUE, the breaks are decided using the base command pretty.

Details

The function computes the empirical entropy.

Value

The estimated empirical entropy.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

https://en.wikipedia.org/wiki/Entropy_estimation

https://en.wikipedia.org/wiki/Histogram

Freedman David and Diaconis P. (1981). On the histogram as a density estimator: L2 theory. Zeitschrift fur Wahrscheinlichkeitstheorie und Verwandte Gebiete. 57(4): 453-476.

See Also

Quantile, pretty

Examples

x <- rnorm(100)
empirical.entropy(x)
empirical.entropy(x, pretty = TRUE)

Rfast2 documentation built on May 29, 2024, 8:45 a.m.