mirror of https://github.com/jlizier/jidt
46 lines
1.4 KiB
Matlab
Executable File
46 lines
1.4 KiB
Matlab
Executable File
% function entropyempirical(xn)
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%
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% Computes the Shannon entropy over all outcomes x of a random variable
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% X from samples x_n.
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%
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% Inputs:
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% - xn - samples of outcomes x.
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% xn is a column vector, e.g. xn = [0;0;1;0;1;0;1;1;1;0] for a binary variable.
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%
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% Outputs:
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% - result - Shannon entropy over all outcomes
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% - symbols - list of unique samples
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% - probabilities - probabilities for each sample
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%
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% Copyright (C) 2017, Joseph T. Lizier
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% Distributed under GNU General Public License v3
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%
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function [result, symbols, probabilities] = entropyempirical(xn)
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% Should we check any potential error conditions on the input?
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assert(isvector(xn));
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% e.g. what if it is a row vector - can we handle that or
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% flag error condition? It will work ok!
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% We need to work out the alphabet here.
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% The following returns a vector of the alphabet:
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symbols = unique(xn);
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% Next we need to count the number of occurances of each symbol in
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% the alphabet:
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counts = zeros(1,length(symbols));
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for symbolIndex = 1:length(symbols)
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symbol = symbols(symbolIndex);
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% Count the number of occurances of symbol in xn:
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counts(symbolIndex) = sum(xn == symbol);
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end
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% Now normalise the counts into probabilities:
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probabilities = counts ./ length(xn);
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% Once we have probabilities we can simply call our existing function:
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result = entropy(probabilities);
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end
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