Renyi.sd

Returns the estimated asymptotic standard deviation for the Z estimator of Renyi's Entropy. Note that this is also the asymptotic standard deviation of the plug-in estimator. See Zhang and Grabchak (2014a) for details.

Contains methods for the estimation of Shannon's entropy, variants of Renyi's entropy, mutual information, Kullback-Leibler divergence, and generalized Simpson's indices. The estimators used have a bias that decays exponentially fast.

Michael Grabchak

EntropyEstimation

Estimation of Entropy and Related Quantities

Lijuan Cao

Renyi.sd function

<dl> <dt>x</dt>
<dd>Vector of counts. Must be integer valued. Each entry represents the number of observations of a distinct letter.</dd> <dt>r</dt>
<dd>Order of Renyi's entropy. Must be a strictly positive real number. Not allowed to be 1, in that case use Entropy.sd instead.</dd></dl>

Arguments

Author

Renyi.sd — Renyi.sd

<dl>

 <dt>x</dt>
<dd>Vector of counts. Must be integer valued. Each entry represents the number of observations of a distinct letter.</dd>

 <dt>r</dt>
<dd>Order of Renyi's entropy. Must be a strictly positive real number. Not allowed to be 1, in that case use Entropy.sd instead.</dd>

</dl>

Renyi.sd: Renyi.sd

Description

Usage

Arguments

Author

References

Examples