normEntropy {EntropyMCMC} | R Documentation |
Theoretical value of the entropy for the multivariate gaussian
Description
This function computes the entropy
E_{f} [\log(f)]
of the density of the multivariate gaussian,
with parameters in a list, as it is the case for
MCMC target density parameters. This function is used
mostly for benchmarking entropy estimation performed by the package
(using, e.g., the iid algorithm IID_norm
).
Usage
normEntropy(target_param)
Arguments
target_param |
A list of two elements: the mean |
Value
The entropy of the Gaussian with these parameters.
Author(s)
Didier Chauveau.
Examples
d=2 # model dimension
mu=rep(0,d); v = diag(d) # mean and variance
target_param = list(mean=mu, v=v) # parameters
normEntropy(target_param) # the entropy
[Package EntropyMCMC version 1.0.4 Index]