entropy page on CRAN.

This package implements various estimators of entropy for discrete random variables, including the shrinkage estimator by Hausser and Strimmer (2009), the maximum likelihood and the Millow-Madow estimator, various Bayesian estimators, and the Chao-Shen estimator. It also offers an R interface to the NSB estimator. Furthermore, the package provides functions for estimating the Kullback-Leibler divergence, the chi-squared divergence, mutual information, and the chi-squared divergence of independence. It also computes the G statistic and the chi-squared statistic and corresponding p-values. Furthermore, there are functions for discretizing continuous random variables.

Current Version: 1.3.1

Authors: Jean Hausser and Korbinian Strimmer.

Documentation and Installation:

Quick install: enter at the R console: install.packages("entropy")

Additional Information and Relevant Papers:

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