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Leonenko-Pronzato-Savani estimator

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References

A class of Renyi Information Estimators for Multidimensional Densities, N. Leonenko, L. Pronzato, and V. Savani, Annals of Statistics 36, Number 5, Pages 2153-2182, 2008.

Files

Renyi entropy estimation

Leonenko-Pronzato-Savani nearest neighbor estimator

Renyi entropy estimation

Leonenko-Pronzato-Savani nearest-neighbor estimator

Temporal Renyi entropy estimation

Leonenko-Pronzato-Savani nearest neighbor estimator

renyi_entropy_lps

renyi_entropy_lps_t