@stdlib/stats-base-dists-f-entropy

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Entropy

F distribution differential entropy.

The differential entropy (in nats) for a F random variable is

where d1 is the numerator degrees of freedom, d2 is the denominator degrees of freedom, and Γ and Ψ denote the gamma and digamma functions, respectively.

Installation

npm install @stdlib/stats-base-dists-f-entropy

Usage

var entropy = require( '@stdlib/stats-base-dists-f-entropy' );

entropy( d1, d2 )

Returns the differential entropy of a F distribution with numerator degrees of freedom d1 and denominator degrees of freedom d2 (in nats).

var v = entropy( 4.0, 7.0 );
// returns ~1.277

v = entropy( 4.0, 12.0 );
// returns ~1.12

v = entropy( 8.0, 2.0 );
// returns ~2.144

If provided NaN as any argument, the function returns NaN.

var v = entropy( NaN, 7.0 );
// returns NaN

v = entropy( 3.0, NaN );
// returns NaN

If provided d1 <= 0, the function returns NaN.

var v = entropy( 0.0, 2.0 );
// returns NaN

v = entropy( -1.0, 1.0 );
// returns NaN

If provided d2 <= 0, the function returns NaN.

var v = entropy( 3.0, 0.0 );
// returns NaN

v = entropy( 3.0, -1.0 );
// returns NaN

Examples

var randu = require( '@stdlib/random-base-randu' );
var EPS = require( '@stdlib/constants-float64-eps' );
var entropy = require( '@stdlib/stats-base-dists-f-entropy' );

var d1;
var d2;
var v;
var i;

for ( i = 0; i < 10; i++ ) {
    d1 = ( randu()*10.0 ) + EPS;
    d2 = ( randu()*10.0 ) + EPS;
    v = entropy( d1, d2 );
    console.log( 'd1: %d, d2: %d, h(X;d1,d2): %d', d1.toFixed( 4 ), d2.toFixed( 4 ), v.toFixed( 4 ) );
}

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Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

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License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.