entropy {bigdatadist} | R Documentation |
This function allows you to compute the family of alpha entropy as stated in Martos et al (2018).
entropy(X,alpha=2,k.neighbor,scale=FALSE)
X |
data in a matrix where variables are in columns and observations are in rows. |
alpha |
a parameter defining the entropy function. |
k.neighbor |
number of neighbour points to consider in the computation of entropy. |
scale |
logical variable indicating if scaling is required. |
The function computes the alpha entropy and the local alpha entropy (see reference for further details) of a data set using a non parametric density estimator.
local.entropy |
local entropy relative to each point in the sample. |
entropy |
estimated entropy. |
Martos, G. et al (2018): Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection. Entropy 20(1): 33 (2018).
require(MASS);
data = mvrnorm(100,c(0,0),diag(2));
entropy(data, alpha = 2, k.neighbor = 10, scale = FALSE)