@stdlib/stats-base-dists-f-entropy v0.2.1
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 ) );
}
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
License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.