CalcEntropyRate: Calculate the Entropy Rate of a Finite Markov Chain

In bvegetabile/ccber: Estimation of Behavioral Entropy Rate

Description

Calculate the Entropy Rate of a Finite Markov Chain

Usage

CalcEntropyRate(event_seq, state_space, mc_order = 1,
  stat_method = "Empirical")

Arguments

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

Value

Estimate of the Entropy Rate

Examples

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")

bvegetabile/ccber documentation built on May 10, 2019, 1:15 p.m.