`discretize`

puts observations from a continuous random variable
into bins and returns the corresponding vector of counts.

`discretize2d`

puts observations from a pair of continuous random variables
into bins and returns the corresponding table of counts.

1 2 | ```
discretize( x, numBins, r=range(x) )
discretize2d( x1, x2, numBins1, numBins2, r1=range(x1), r2=range(x2) )
``` |

`x` |
vector of observations. |

`x1` |
vector of observations for the first random variable. |

`x2` |
vector of observations for the second random variable. |

`numBins` |
number of bins. |

`numBins1` |
number of bins for the first random variable. |

`numBins2` |
number of bins for the second random variable. |

`r` |
range of the random variable (default: observed range). |

`r1` |
range of the first random variable (default: observed range). |

`r2` |
range of the second random variable (default: observed range). |

The bins for a random variable all have the same width. It is determined by the length of the range divided by the number of bins.

`discretize`

returns a vector containing the counts for each bin.

`discretize2d`

returns a matrix containing the counts for each bin.

Korbinian Strimmer (http://strimmerlab.org).

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 | ```
# load entropy library
library("entropy")
### 1D example ####
# sample from continuous uniform distribution
x1 = runif(10000)
hist(x1, xlim=c(0,1), freq=FALSE)
# discretize into 10 categories
y1 = discretize(x1, numBins=10, r=c(0,1))
y1
# compute entropy from counts
entropy(y1) # empirical estimate near theoretical maximum
log(10) # theoretical value for discrete uniform distribution with 10 bins
# sample from a non-uniform distribution
x2 = rbeta(10000, 750, 250)
hist(x2, xlim=c(0,1), freq=FALSE)
# discretize into 10 categories and estimate entropy
y2 = discretize(x2, numBins=10, r=c(0,1))
y2
entropy(y2) # almost zero
### 2D example ####
# two independent random variables
x1 = runif(10000)
x2 = runif(10000)
y2d = discretize2d(x1, x2, numBins1=10, numBins2=10)
sum(y2d)
# joint entropy
H12 = entropy(y2d )
H12
log(100) # theoretical maximum for 10x10 table
# mutual information
mi.empirical(y2d) # approximately zero
# another way to compute mutual information
# compute marginal entropies
H1 = entropy(rowSums(y2d))
H2 = entropy(colSums(y2d))
H1+H2-H12 # mutual entropy
``` |

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