Implement differential entropy estimation using the nearest-neighbor algorithm. I don't think this is strictly necessary/useful, but it's good to include for completeness. I haven't seen too many packages doing nearest-neighbor estimation of information theoretic measures.
Conditional entropy should also be available, with arbitrarily many conditioning variables. The method signature would be like estimate_entropy(variables, k=3, cond=None). If multiple variables are given, they would be estimated separately. Pandas data types should be supported as usual.
Implement differential entropy estimation using the nearest-neighbor algorithm. I don't think this is strictly necessary/useful, but it's good to include for completeness. I haven't seen too many packages doing nearest-neighbor estimation of information theoretic measures.
Conditional entropy should also be available, with arbitrarily many conditioning variables. The method signature would be like
estimate_entropy(variables, k=3, cond=None). If multiple variables are given, they would be estimated separately. Pandas data types should be supported as usual.