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JuliaDynamics / ComplexityMeasures.jl

Estimators for probabilities, entropies, and other complexity measures derived from data in the context of nonlinear dynamics and complex systems
MIT License
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Goria (2005) differential entropy estimator #230

Closed kahaaga closed 1 year ago

kahaaga commented 1 year ago

Goria (2005)'s estimator of Shannon differential entropy, here implemented as Goria, is one of a line of many new differential entropy estimators that for now only exist on the dev branch of CausalityTools. I'm transferring them here one estimator and one PR at a time, so it is easier to review.

The large git diff for the entropy.md file is just table formatting. Only one line has been added.

References

Goria, M. N., Leonenko, N. N., Mergel, V. V., & Novi Inverardi, P. L. (2005). A new class of random vector entropy estimators and its applications in testing statistical hypotheses. Journal of Nonparametric Statistics, 17(3), 277-297.

codecov[bot] commented 1 year ago

Codecov Report

Merging #230 (f35f676) into main (1c92a5b) will increase coverage by 0.12%. The diff coverage is 100.00%.

@@            Coverage Diff             @@
##             main     #230      +/-   ##
==========================================
+ Coverage   84.62%   84.75%   +0.12%     
==========================================
  Files          46       47       +1     
  Lines        1132     1141       +9     
==========================================
+ Hits          958      967       +9     
  Misses        174      174
Impacted Files Coverage Δ
..._estimators/nearest_neighbors/nearest_neighbors.jl 100.00% <ø> (ø)
...rc/entropies_estimators/nearest_neighbors/Goria.jl 100.00% <100.00%> (ø)

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