Estimating negative entropy

Source: R/negent.R

Calculates the histogram-based estimate (A.2) of the negentropy, $$Negent(g) = (1/2)*(1 + log(2\pi \sigma ^2)) - Entropy(g),$$ for a vector of observations.

negent(x, K = ceiling(log2(length(x)) + 1))

Arguments

x

The \(n\)-vector of observations.

K

The number of bins to use in the histogram.

Value

The value of the estimated negentropy.

See also

negent2D,negent3D

Examples

# TBA - Submit a PR!