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 rd-options="" href="/link/entropy?package=entropy&version=1.3.1" 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 rd-options="" href="/link/KL.plugin?package=entropy&version=1.3.1" data-mini-rdoc="entropy::KL.plugin">KL.plugin</a></code>), mutual information (<code><a rd-options="" href="/link/mi.plugin?package=entropy&version=1.3.1" data-mini-rdoc="entropy::mi.plugin">mi.plugin</a></code>) and of the chi-squared divergence (<code><a rd-options="" href="/link/chi2.plugin?package=entropy&version=1.3.1" data-mini-rdoc="entropy::chi2.plugin">chi2.plugin</a></code>).
Furthermore, there are functions to compute the G statistic (<code><a rd-options="" href="/link/Gstat?package=entropy&version=1.3.1" data-mini-rdoc="entropy::Gstat">Gstat</a></code>)
and the chi-squared statistic (<code><a rd-options="" href="/link/chi2stat?package=entropy&version=1.3.1" data-mini-rdoc="entropy::chi2stat">chi2stat</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
 <a href="https://jmlr.csail.mit.edu/papers/v10/hausser09a.html">https://jmlr.csail.mit.edu/papers/v10/hausser09a.html</a>.
This paper contains a detailed statistical comparison of the estimators available 
in this package. It also describes the shrinkage entropy estimator <code><a rd-options="" href="/link/entropy.shrink?package=entropy&version=1.3.1" data-mini-rdoc="entropy::entropy.shrink">entropy.shrink</a></code>.

univar

Implements various estimators of entropy for discrete random
variables, including the shrinkage estimator by Hausser and Strimmer (2009),
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, the package provides functions for estimating the
Kullback-Leibler divergence, the chi-squared divergence, mutual information,
and the chi-squared divergence of independence.  It also computes the
G statistic and the chi-squared statistic and corresponding p-values.
Furthermore, there are functions for discretizing continuous random variables.

Korbinian Strimmer

entropy

Estimation of Entropy, Mutual Information and Related Quantities

entropy-package function

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 rd-options='' href='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 rd-options='' href='KL.plugin'>KL.plugin</a></code>), mutual information (<code><a rd-options='' href='mi.plugin'>mi.plugin</a></code>) and of the chi-squared divergence (<code><a rd-options='' href='chi2.plugin'>chi2.plugin</a></code>).
Furthermore, there are functions to compute the G statistic (<code><a rd-options='' href='Gstat'>Gstat</a></code>)
and the chi-squared statistic (<code><a rd-options='' href='chi2stat'>chi2stat</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
 <a href='https://jmlr.csail.mit.edu/papers/v10/hausser09a.html'>https://jmlr.csail.mit.edu/papers/v10/hausser09a.html</a>.
This paper contains a detailed statistical comparison of the estimators available 
in this package. It also describes the shrinkage entropy estimator <code><a rd-options='' href='entropy.shrink'>entropy.shrink</a></code>.

entropy-package: The entropy Package

Description

Arguments

References

See Also