kdpee {kdpee} | R Documentation |
Fast Entropy Estimation of Multi-Dimensional Data
Description
Non-parametric estimator for the differential entropy of a multidimensional distribution, given a limited set of data points, by a recursive rectilinear partitioning.
Usage
kdpee(X, ci = 0.95, lower = apply(X, 2, min), upper = apply(X, 2, max))
Arguments
X |
[ |
ci |
[ |
lower |
[ |
upper |
[ |
Value
Differential entropy estimate.
References
D. Stowell and M. D. Plumbley Fast multidimensional entropy estimation by k-d partitioning. IEEE Signal Processing Letters 16 (6), 537–540, June 2009. http://dx.doi.org/10.1109/LSP.2009.2017346
Examples
Xu <- matrix(runif(1000 * 100), ncol=100)
kdpee(Xu)
Xn <- matrix(rnorm(1000 * 100), ncol=100)
kdpee(Xn)
[Package kdpee version 1.0.0 Index]