entropy: Estimation of Entropy, Mutual Information and Related Quantities

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.

Getting started

Package details

AuthorJean Hausser and Korbinian Strimmer
MaintainerKorbinian Strimmer <strimmerlab@gmail.com>
LicenseGPL (>= 3)
URL https://strimmerlab.github.io/software/entropy/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the entropy package in your browser

Any scripts or data that you put into this service are public.

entropy documentation built on Oct. 3, 2021, 1:06 a.m.