Description Usage Arguments Value Examples
View source: R/conditionalentropy.R
Compute the average or the local conditional entropy between two time series. This function expects the condition to be the first argument.
1 | conditional_entropy(xs, ys, local = FALSE)
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xs |
Vector specifying a time series drawn from the conditional distribution. |
ys |
Vector specifying a time series drawn from the target distribution. |
local |
Boolean specifying whether to compute the local conditional entropy. |
Numeric giving the average conditional entropy or a vector giving the local conditional entropy.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | xs <- c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1)
ys <- c(0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1)
conditional_entropy(xs, ys) # 0.5971072
conditional_entropy(ys, xs) # 0.5077571
# [1] 3.0, 3.0, 0.1926451, 0.1926451, 0.1926451, 0.1926451, 0.1926451, 0.1926451,
# 0.1926451, 0.1926451, 0.1926451, 0.1926451, 0.1926451, 0.1926451, 0.1926451,
# 0.1926451, 0.4150375, 0.4150375, 0.4150375, 2.0
conditional_entropy(xs, ys, local = TRUE)
# [1] 1.32192809, 1.32192809, 0.09953567, 0.09953567, 0.09953567, 0.09953567,
# 0.09953567, 0.09953567, 0.09953567, 0.09953567, 0.09953567, 0.09953567,
# 0.09953567, 0.09953567, 0.09953567, 0.09953567, 0.73696559, 0.73696559,
# 0.73696559, 3.9068906
conditional_entropy(ys, xs, local = TRUE)
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