README.md

About stdlib...

We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.

The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.

When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.

To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!

Entropy

F distribution differential entropy.

The differential entropy (in nats) for a F random variable is

$$h\left( X \right) = \ln\left( \tfrac{d_2}{d_1} \Gamma\left( \tfrac{d_1}{2} \right) \Gamma\left( \tfrac{d_2}{2} \right) \Gamma\left( \tfrac{d_1+d_2}{2} \right) \right) \\ + \left( 1-\tfrac{d_1}{2} \right) \Psi\left( \tfrac{d_1}{2} \right) + \left( 1-\tfrac{d_2}{2} \right) \Psi\left( \tfrac{d_2}{2} \right) + \tfrac{d_1+d_2}{2} \Psi\left( \tfrac{d_1+d_2}{2} \right)$$

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

Alternatively,

• To load the package in a website via a script tag without installation and bundlers, use the ES Module available on the esm branch (see README).
• If you are using Deno, visit the deno branch (see README for usage intructions).
• For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the umd branch (see README).

The branches.md file summarizes the available branches and displays a diagram illustrating their relationships.

To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.

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 ) );
}

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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

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License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.