Entropy and Mutual Information Estimation

This package implements various estimators of entropy, such as the shrinkage estimator by Hausser and Strimmer, the maximum likelihood and the Millow-Madow estimator, various Bayesian estimators, and the Chao-Shen estimator. It also offers an R interface to the NSB estimator. Furthermore, it provides functions for estimating mutual information.

Current Version: 1.1.7

Authors: Jean Hausser and Korbinian Strimmer.

Documentation and Installation:

• Manual (pdf file) and release history.
• Download of entropy version 1.1.7 source package.
• Archive of previous versions of entropy.
• Licensed under the GNU GPL version 3 (or any later version).

Additional Information and Relevant Papers:

• A comparison of various entropy estimators estimators implemented in the "entropy" package (click on image to enlarge):
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• Hausser, J., and K. Strimmer. 2009. Entropy inference and the James-Stein estimator, with application to nonlinear gene association networks. J. Mach. Learn. Res. 10: 1469-1484. (reprint, arXiv:0811.3579)

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