entropy {sglg}

Tool to calculate the entropy for a generalized log-gamma distribution.

Description

entropy is used to obtain the entropy for a generalized log-gamma distribution.

Usage

entropy(mu, sigma, lambda)

Arguments

mu

numeric, represent the location parameter of a generalized log-gamma distribution. Default value is 0.

sigma

numeric, represent the scale parameter of a generalized log-gamma distribution. Default value is 1.

lambda

numeric, represent the shape parameter of a generalized log-gamma distribution. Default value is 1.

Author(s)

Carlos Alberto Cardozo Delgado <[e-mail]>

References

Carlos Alberto Cardozo Delgado, Semi-parametric generalized log-gamma regression models. Ph. D. thesis. Sao Paulo University.

Examples

entropy(0,1,-1)    # Extreme value type I distribution, maximum case.
entropy(0,1,1)     # Extreme value type I distribution, minimum case.
entropy(0,1,0.077) # Standard normal distribution.