Kozachenko-Leonenko estimator

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The Kozachenko-Leonenko differential entropy estimator is a non-parametric estimator based on k:th nearest neighbors of a sample set.

Assumptions

References

Sample Estimate of the Entropy of a Random Vector,
L. F. Kozachenko, N. N. Leonenko,
Probl. Inf. Transm., Vol. 23, No. 1, pp. 95-101, 1987.

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Files

Differential entropy estimation

Kozachenko-Leonenko nearest neighbor estimator

Differential entropy estimation

Kozachenko-Leonenko nearest neighbor estimator

Temporal differential entropy estimation

Kozachenko-Leonenko nearest neighbor estimator

Testing for differential_entropy_kl

differential_entropy_kl

differential_entropy_kl_t