negent: Estimating negative entropy

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negentR Documentation

Estimating negative entropy

Description

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

Negent(g) = (1/2)*(1 + log(2\pi \sigma ^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

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coatless/msos documentation built on Nov. 16, 2023, 5:31 a.m.