Numeric.Statistics.Information

Shannon entropy

Documentation

entropy

Arguments

:: PDF a Double

=> a

the underlying distribution

-> Vector Double

the sequence

-> Double

the entropy

the entropy sum p_i lln{p_i} of a sequence

mutual_information

Arguments

:: (PDF a Double, PDF b (Double, Double))

=> b

the underlying distribution

-> a

the first dimension distribution

-> a

the second dimension distribution

-> (Vector Double, Vector Double)

the sequence

-> Double

the mutual information

the mutual information sum_x sum_y p(x,y) ln{frac{p(x,y)}{p(x)p(y)}}