Function information::entropy::entropy

pub fn entropy(px: &Array1<f64>) -> f64

Entropy

Calculates the empirical entropy of a probability array measured in nats.

https://en.wikipedia.org/wiki/Entropy_(information_theory)

This assumes that the provided array is the probability (and sums to one).

The entropy is calculated as follows:

H(X) = -Σ p(x) * ln[ p(x) ]

Usage:

use ndarray::array;
use information::{entropy, prob1d};

let x = array![0, 0, 1, 1];
let p_x = prob1d(&x, 2).unwrap();
let h_x = entropy(&p_x);

assert_eq!(h_x, 0.6931471805599453)