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https://github.com/kzahedi/goent

GO Implementation of Entropy Measures
https://github.com/kzahedi/goent

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GO Implementation of Entropy Measures

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# goent -  GO Implementation of Entropy Measures

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## Measures for discrete state spaces

### Averaged measures

- Entropy

    - Shannon

    - Maximum Likelihood with Bias Correction

    - Horvitz-Thompson

    - Chao-Shen

- Conditional Entropy

- Mutual Information

- Conditional Mutual Information

- Max Entropy Estimations:

    - Iterative Scaling

- Information Decomposition (Bertschinger et al., 2014) for binary variables



- Morphological Computation measures have been moved to gomi

  https://github.com/kzahedi/gomi



### State-dependent measures

- Mutual Information

- Conditional Mutual Information

- Entropy (Shannon)



- Morphological Computation measures have been moved to gomi

  https://github.com/kzahedi/gomi



## Measures for continuous state spaces

### Averaged measures

- Kraskov-Stoegbauer-Grassberger, Algorithm 1

- Kraskov-Stoegbauer-Grassberger, Algorithm 2

- Frenzel-Pompe



- Morphological Computation measures have been moved to gomi

  https://github.com/kzahedi/gomi



### State-dependent measures

- Kraskov-Stoegbauer-Grassberger, Algorithm 1

- Kraskov-Stoegbauer-Grassberger, Algorithm 2

- Frenzel-Pompe



- Morphological Computation measures have been moved to gomi

  https://github.com/kzahedi/gomi



References:

- T. M. Cover and J. A. Thomas. Elements of Information Theory, Volume 2nd. Wiley, Hoboken, New Jersey, USA, 2006.

- I. Csiszar. i-divergence geometry of probability distributions and minimization problems. Ann. Probab., 3(1):146–158, 02 1975.

- A. Chao and T.-J. Shen. Nonparametric estimation of shannon’s index of diversity when there are unseen species in sample. Environmental and Ecological Statistics, 10(4):429–443, 2003.

- S. Frenzel and B. Pompe. Partial mutual information for coupling analysis of multivariate time series. Phys. Rev. Lett., 99:204101, Nov 2007.

- A. Kraskov, H. Stoegbauer, and P. Grassberger. Estimating mutual information. Phys. Rev. E, 69:066138, Jun 2004.

Bertschinger2013aQuantifying

- N. Bertschinger, J. Rauh, E. Olbrich, J. Jost, and N. Ay, Quantifying unique information, CoRR, 2013