DiscreteEntropy.jl

Estimation of Shannon Entropy for Discrete Random Variables
Author kellino
Popularity
1 Star
Updated Last
7 Months Ago
Started In
January 2023

DiscreteEntropy.jl

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DiscreteEntropy is a Julia package to estimate the Shannon entropy of discrete random variables. It contains implementations of many popular entropy estimators, such as Chao-Shen, NSB, Miller-Madow and various Bayesian estimators. Moreoever, it also contains functions for estimating cross entropy, KL divergence, mutual information, conditional information, Theil's U and other entropy measures. It supports Jackknife and Bayesian Bootstrap resampling for data poor estimation.

For more information, see the documentation.