iota.u:
Lindley Information (i.e., Information Utility) Upper Bound
Description
This function calculates the upper bound to the Lindley information (i.e., information utility) given a prior.
Usage
iota.u(prior, range.int = c(-Inf, Inf))
Arguments
prior
a prior in the form of a function.
range.int
the range of integration; defaults to c(-Inf, Inf).
Value
The upper bound to the Lindley information; the entropy of the prior.
Details
This function calculates the upper bound to the Lindley information (i.e., information utility) given a prior. It is identical to the entropy of the prior.
Note that the range of integration may have to be changed; the integration function sometimes throws an error with infinite limits.
References
Markon, K. E. (2013). Information utility: Quantifying the total psychometric information provided by a measure. Psychological Methods, 18, 15-35. doi: 10.1037/a0030638..