entropy: Estimation of Entropy, Mutual Information and Related Quantities
This package implements various estimators of entropy, such
as the shrinkage estimator by Hausser and Strimmer, the maximum likelihood
and the Millow-Madow estimator, various Bayesian estimators, and the
Chao-Shen estimator. It also offers an R interface to the NSB estimator.
Furthermore, it provides functions for estimating Kullback-Leibler divergence,
chi2-squared, mutual information, and chi2-squared statistic of independence.
In addition there are functions for discretizing continuous random variables.