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statsmodels.sandbox.distributions.transformed.Transf_gen.entropy

Transf_gen.entropy(*args, **kwds)

Differential entropy of the RV.

Parameters:
  • arg2, arg3,.. (arg1,) – The shape parameter(s) for the distribution (see docstring of the instance object for more information).
  • loc (array_like, optional) – Location parameter (default=0).
  • scale (array_like, optional (continuous distributions only)) – Scale parameter (default=1).

Notes

Entropy is defined base e:

>>> drv = rv_discrete(values=((0, 1), (0.5, 0.5)))
>>> np.allclose(drv.entropy(), np.log(2.0))
True

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.distributions.transformed.Transf_gen.entropy.html