negent: Estimating negative entropy

In msos: Data Sets and Functions Used in Multivariate Statistics: Old School by John Marden

Description

Calculates the histogram-based estimate (A.2) of the negentropy,

Negent(g) = (1/2)*(1 + log(2π σ ^2)) - Entropy(g),

for a vector of observations.

Usage

negent(x, K = ceiling(log2(length(x)) + 1))

Arguments

x	The n-vector of observations.
K	The number of bins to use in the histogram.

Value

The value of the estimated negentropy.

See Also

negent2D,negent3D

Examples

# TBA - Submit a PR!

Example output

Loading required package: mclust
Package 'mclust' version 5.4.3
Type 'citation("mclust")' for citing this R package in publications.
Loading required package: tree

msos documentation built on Oct. 31, 2020, 9:07 a.m.