⚠️There's a newer version (1.3.1) of this package.Take me there.
entropy (version 1.2.1)
Estimation of Entropy, Mutual Information and Related Quantities
Description
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,
chi-squared, mutual information, and chi-squared statistic of independence.
In addition there are functions for discretizing continuous random variables.