Description Usage Arguments Value Examples
Calculate the Entropy Rate of a Finite Markov Chain
1 2 | CalcEntropyRate(event_seq, state_space, mc_order = 1,
stat_method = "Empirical")
|
event_seq |
Observed sequence of events |
state_space |
State space of the observed process |
mc_order |
Order of the Markov Chain |
stat_method |
Method for computing the Stationary distribution |
Estimate of the Entropy Rate
1 2 3 4 5 | t_mat <- matrix(c(0.3, 0.7, 0.6, 0.4), 2,2, T)
sim_mc <- SimulateMarkovChain(t_mat, n_sims = 50000)
CalcMarkovEntropyRate(t_mat, CalcEigenStationary(t_mat))
CalcEntropyRate(sim_mc, 1:2, mc_order = 1, stat_method="Empirical")
CalcEntropyRate(sim_mc, 1:2, mc_order = 1, stat_method="Eigen")
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