Merge 88d67fe into fa236c6

entropy.go

@@ -0,0 +1,31 @@
+package stats
+
+import "math"
+
+// Entropy provides calculation of the entropy
+func Entropy(input Float64Data) (float64, error) {
+	input, err := normalize(input)
+	if err != nil {
+		return math.NaN(), err
+	}
+	var result float64
+	for i := 0; i < input.Len(); i++ {
+		v := input.Get(i)
+		if v == 0 {
+			continue
+		}
+		result += (v * math.Log(v))
+	}
+	return -result, nil
+}
+
+func normalize(input Float64Data) (Float64Data, error) {
+	sum, err := input.Sum()
+	if err != nil {
+		return Float64Data{}, err
+	}
+	for i := 0; i < input.Len(); i++ {
+		input[i] = input[i] / sum
+	}
+	return input, nil
+}

entropy_test.go

@@ -0,0 +1,26 @@
+package stats
+
+import "testing"
+
+func TestEntropy(t *testing.T) {
+	for _, c := range []struct {
+		in  Float64Data
+		out float64
+	}{
+		{Float64Data{4, 8, 5, 1}, 1.2110440167801229},
+		{Float64Data{0.8, 0.01, 0.4}, 0.6791185708986585},
+		{Float64Data{0.8, 1.1, 0, 5}, 0.7759393943707658},
+	} {
+		got, err := Entropy(c.in)
+		if err != nil {
+			t.Errorf("Returned an error")
+		}
+		if got != c.out {
+			t.Errorf("Max(%.1f) => %.1f != %.1f", c.in, got, c.out)
+		}
+	}
+	_, err := Entropy([]float64{})
+	if err == nil {
+		t.Errorf("Empty slice didn't return an error")
+	}
+}