Closed FaisalAhmed0 closed 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?
Closing this due to inactivity. Feel free to re-open if you still have questions.
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?