entropy-package

This package implements various estimators of the Shannon entropy.
Most estimators in this package can be applied in ``small n, large p'' situations, 
i.e. when there are many more bins than counts.The main function of this package is <code><a href="/link/entropy?package=entropy&version=1.2.0" rd-options="" data-mini-rdoc="entropy::entropy">entropy</a></code>, which provides
a unified interface to various entropy estimators. Other functions included in this package are
estimators of Kullback-Leibler divergence (<code><a href="/link/KL.plugin?package=entropy&version=1.2.0" rd-options="" data-mini-rdoc="entropy::KL.plugin">KL.plugin</a></code>) and of mutual information (<code><a href="/link/mi.plugin?package=entropy&version=1.2.0" rd-options="" data-mini-rdoc="entropy::mi.plugin">mi.plugin</a></code>).If you use this package please cite:
Jean Hausser and Korbinian Strimmer. 2009. Entropy inference and the James-Stein estimator, with application to nonlinear gene association networks. J. Mach. Learn. Res. 10: 1469-1484. Available online from
 <url>http://jmlr.csail.mit.edu/papers/v10/hausser09a.html</url>.This paper contains a detailed statistical comparison of the estimators available 
in this package. It also describes the shrinkage entropy estimator <code><a href="/link/entropy.shrink?package=entropy&version=1.2.0" rd-options="" data-mini-rdoc="entropy::entropy.shrink">entropy.shrink</a></code>.

univar

This package implements various estimators of entropy, such
  as the shrinkage estimator by Hausser and Strimmer, the maximum likelihood 
  and the Millow-Madow estimator, various Bayesian estimators, and the 
  Chao-Shen estimator.  It also offers an R interface to the NSB estimator.
  Furthermore, it provides functions for estimating Kullback-Leibler divergence,
  chi2-squared, mutual information, and chi2-squared statistic of independence.
  In addition there are functions for discretizing continuous random variables.

entropy-package: The entropy Package

Description

Arguments

encoding

References

See Also