https://github.com/kzahedi/goent

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

Last synced: 3 months ago
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GO Implementation of Entropy Measures

• Host: GitHub
• URL: https://github.com/kzahedi/goent
• Owner: kzahedi
• License: mit
• Created: 2017-08-08T05:37:12.000Z (over 7 years ago)
• Default Branch: master
• Last Pushed: 2019-04-03T09:41:55.000Z (almost 6 years ago)
• Last Synced: 2024-07-31T20:52:49.441Z (5 months ago)
• Language: Go
• Size: 3.79 MB
• Stars: 34
• Watchers: 2
• Forks: 4
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# goent -  GO Implementation of Entropy Measures

[![GoDoc](https://godoc.org/github.com/kzahedi/goent?status.svg)](https://godoc.org/github.com/kzahedi/goent) [![Build Status](https://travis-ci.org/kzahedi/goent.svg?branch=master)](https://travis-ci.org/kzahedi/goent) [![Coverage Status](https://coveralls.io/repos/github/kzahedi/goent/badge.svg?branch=master)](https://coveralls.io/github/kzahedi/goent?branch=master) [![Go Report Card](https://goreportcard.com/badge/github.com/kzahedi/goent)](https://goreportcard.com/report/github.com/kzahedi/goent) [![Awesome](https://cdn.rawgit.com/sindresorhus/awesome/d7305f38d29fed78fa85652e3a63e154dd8e8829/media/badge.svg)](https://github.com/avelino/awesome-go)

## 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