entropy: Estimation of Entropy, Mutual Information and Related Quantities

This package implements various estimators of entropy, such as the shrinkage estimator by Hausser and Strimmer, 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, it provides functions for estimating Kullback-Leibler divergence, chi-squared, mutual information, and chi-squared statistic of independence. In addition there are functions for discretizing continuous random variables.

AuthorJean Hausser and Korbinian Strimmer
Date of publication2014-11-14 08:16:32
MaintainerKorbinian Strimmer <strimmerlab@gmail.com>
LicenseGPL (>= 3)

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

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