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entropy

Estimating Entropy From Observed Counts


Description

entropy estimates the Shannon entropy H of the random variable Y from the corresponding observed counts y.

freqs estimates bin frequencies from the counts y.

Usage

entropy(y, lambda.freqs, method=c("ML", "MM", "Jeffreys", "Laplace", "SG",
    "minimax", "CS", "NSB", "shrink"), unit=c("log", "log2", "log10"), verbose=TRUE, ...)
freqs(y, lambda.freqs, method=c("ML", "MM", "Jeffreys", "Laplace", "SG",
    "minimax", "CS", "NSB", "shrink"), verbose=TRUE)

Arguments

y

vector of counts.

method

the method employed to estimate entropy (see Details).

unit

the unit in which entropy is measured. The default is "nats" (natural units). For computing entropy in "bits" set unit="log2".

lambda.freqs

shrinkage intensity (for "shrink" option).

verbose

verbose option (for "shrink" option).

...

option passed on to entropy.NSB.

Details

The entropy function allows to estimate entropy from observed counts by a variety of methods:

The freqs function estimates the underlying bin frequencies. Note that estimated frequencies are not available for method="MM", method="CS" and method="NSB". In these instances a vector containing NAs is returned.

Value

entropy returns an estimate of the Shannon entropy.

freqs returns a vector with estimated bin frequencies (if available).

Author(s)

Korbinian Strimmer (http://www.strimmerlab.org).

See Also

Examples

# load entropy library 
library("entropy")

# observed counts for each bin
y = c(4, 2, 3, 0, 2, 4, 0, 0, 2, 1, 1)  

entropy(y, method="ML")
entropy(y, method="MM")
entropy(y, method="Jeffreys")
entropy(y, method="Laplace")
entropy(y, method="SG")
entropy(y, method="minimax")
entropy(y, method="CS")
#entropy(y, method="NSB")
entropy(y, method="shrink")

entropy

Estimation of Entropy, Mutual Information and Related Quantities

v1.3.0
GPL (>= 3)
Authors
Jean Hausser and Korbinian Strimmer
Initial release
2021-04-25

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