Estimating information theoretic measures (entropy, mutual information etc) from data
11 Stars
Updated Last
2 Years Ago
Started In
June 2014


A Julia package for non-parametric estimation of information theoretic quantities such as entropy and mutual information.

Usage example

To calculate the entropy of a 1-dimensional, continous, random variable from which we have 4 samples:

using InfoTheory
samples = [1.3 3.7 5.1 2.4]


We currently need the latest versions of the Distance and NearestNeighbors packages since the KDTree implementation does not work in the versions of these libs available in the METADATA. Should soon resolve itself once packages are in sync.


This package is partly based on the NPEET library version 1.1 by Greg Ver Steeg.

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