msos (version 1.2.0)

negent: Estimating negative entropy

Description

Calculates the histogram-based estimate (A.2) of the negentropy, $$Negent(g) = (1/2)*(1 + log(2\pi \sigma ^2)) - Entropy(g),$$ for a vector of observations.

Usage

negent(x, K = ceiling(log2(length(x)) + 1))

Arguments

x

The \(n\)-vector of observations.

K

The number of bins to use in the histogram.

Value

The value of the estimated negentropy.

See Also

negent2D,negent3D

Examples

# NOT RUN {
# TBA - Submit a PR!
# }