entropy-package {entropy}R Documentation

The entropy Package


This package implements various estimators of the Shannon entropy. Most estimators in this package can be applied in “small n, large p” situations, i.e. when there are many more bins than counts.

The main function of this package is entropy, which provides a unified interface to various entropy estimators. Other functions included in this package are estimators of Kullback-Leibler divergence (KL.plugin), mutual information (mi.plugin) and of the chi-squared divergence (chi2.plugin). Furthermore, there are functions to compute the G statistic (Gstat) and the chi-squared statistic (chi2stat).

If you use this package please cite: Jean Hausser and Korbinian Strimmer. 2009. Entropy inference and the James-Stein estimator, with application to nonlinear gene association networks. J. Mach. Learn. Res. 10: 1469-1484. Available online from https://jmlr.csail.mit.edu/papers/v10/hausser09a.html.

This paper contains a detailed statistical comparison of the estimators available in this package. It also describes the shrinkage entropy estimator entropy.shrink.


Jean Hausser and Korbinian Strimmer (http://www.strimmerlab.org/)


See website: http://www.strimmerlab.org/software/entropy/

See Also


[Package entropy version 1.3.0 Index]