The maxent package
The maximum entropy method, or MAXENT, is variational approach for computing probability distributions given a list of moment, or expected value, constraints.
Here are some links for background info.
A good overview of applications: http://cmm.cit.nih.gov/maxent/letsgo.html
On the idea of maximum entropy in general: http://en.wikipedia.org/wiki/Principle_of_maximum_entropy
Use this package to compute discrete maximum entropy distributions over a list of values and list of constraints.
Here is a the example from Probability the Logic of Science
> maxent 0.00001 [1,2,3] [average 1.5] Right [0.61, 0.26, 0.11]
The classic dice example
> maxent 0.00001 [1,2,3,4,5,6] [average 4.5] Right [.05, .07, 0.11, 0.16, 0.23, 0.34]
One can use different constraints besides the average value there.
Properties
| Versions | 0.1.0.0, 0.1.0.1, 0.2.0.0, 0.2.0.1, 0.3.0.1, 0.3.1.1, 0.4.0.0, 0.6.0.0, 0.6.0.1, 0.6.0.3, 0.6.0.4, 0.7 |
|---|---|
| Dependencies | ad (==3.4.*), base (==4.6.*), lagrangian (==0.5.*), nonlinear-optimization (==0.3.*), vector (==0.10.*) [details] |
| License | BSD3 |
| Author | Jonathan Fischoff |
| Maintainer | jonathangfischoff@gmail.com |
| Stability | Unknown |
| Category | Math |
| Home page | https://github.com/jfischoff/maxent |
| Uploaded | Wed Mar 13 23:02:39 UTC 2013 by JonathanFischoff |
| Distributions | NixOS:0.7 |
| Downloads | 2015 total (21 in the last 30 days) |
| Votes | |
| Status | Docs uploaded by user Build status unknown [no reports yet] |
Downloads
- maxent-0.6.0.1.tar.gz [browse] (Cabal source package)
- Package description (included in the package)