paulbrodersen / entropy_estimators

Estimators for the entropy and other information theoretic quantities of continuous distributions
GNU General Public License v3.0
132 stars 26 forks source link

Multiplying the euclidian distance by 2. #14

Closed FaisalAhmed0 closed 2 years ago

FaisalAhmed0 commented 2 years ago

https://github.com/paulbrodersen/entropy_estimators/blob/11fad3c048d681b5e2117288d051734b2e886b7b/entropy_estimators/continuous.py#L228 Can you explain in more detail why you multiplied the distance by 2?

paulbrodersen commented 2 years ago

The formula is motivated best in Kraskov, Stoegbauer & Grassberger (2003), section IIA. The relevant equation is eq 20. Does that answer your question?

paulbrodersen commented 2 years ago

Closing this due to inactivity. Feel free to re-open if you still have questions.