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.

Getting started

Package details

AuthorJean Hausser and Korbinian Strimmer
MaintainerKorbinian Strimmer <[email protected]>
LicenseGPL (>= 3)
URL http://strimmerlab.org/software/entropy/
Package repositoryView on CRAN
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entropy documentation built on May 2, 2019, 9:10 a.m.