Leonenko-Prozano-Savani differential estimator for Shannon, Renyi and Tsallis entropies
#310
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Codecov Report
@@ Coverage Diff @@
## main #310 +/- ##
==========================================
+ Coverage 87.49% 87.76% +0.26%
==========================================
Files 75 76 +1
Lines 1879 1920 +41
==========================================
+ Hits 1644 1685 +41
Misses 235 235
📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more |
Datseris
approved these changes
Aug 28, 2023
src/differential_info_estimators/nearest_neighbors/LeonenkoProzantoSavani.jl
Outdated
Show resolved
Hide resolved
src/differential_info_estimators/nearest_neighbors/LeonenkoProzantoSavani.jl
Outdated
Show resolved
Hide resolved
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
The title is descriptive enough. I'm cleaning up some todos in CausalityTools, and this estimator is one of those that got left behind when we did the first major refactoring of ComplexityMeasures.jl. Here it is, in all its multiple-entropies estimatory glory.
The docs are here.
Changes:
LeonenkoProzantoSavanidifferential estimator, with implementations forShannon,RenyiandTsallisentropies.Shannon,RenyiandTsallisdifferential entropies (also using multivariate normal with known entropies).