Renyi.sd {EntropyEstimation}

Renyi.sd

Description

Returns the estimated asymptotic standard deviation for the Z estimator of Renyi's Entropy. Note that this is also the asymptotic standard deviation of the plug-in estimator. See Zhang and Grabchak (2014a) for details.

Usage

Renyi.sd(x, r)

Arguments

x

Vector of counts. Must be integer valued. Each entry represents the number of observations of a distinct letter.

r

Order of Renyi's entropy. Must be a strictly positive real number. Not allowed to be 1, in that case use Entropy.sd instead.

Author(s)

Lijuan Cao and Michael Grabchak

References

Z. Zhang and M. Grabchak (2014a). Entropic representation and estimation of diversity indices. http://arxiv.org/abs/1403.3031.

Examples

 x = c(1,3,7,4,8)
 Renyi.sd(x,2)  
 
 data = rbinom(10,20,.5)
 counts = tabulate(as.factor(data))
 Renyi.sd(counts,2)