@stdlib/stats-base-dists-invgamma-entropy
v0.2.2
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Inverse gamma distribution differential entropy.
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Entropy
Inverse gamma distribution differential entropy.
The differential entropy (in nats) for an inverse gamma random variable is
where α > 0
is the shape parameter, β > 0
is the rate parameter, Γ
and denotes the gamma and Ψ
the digamma function.
Installation
npm install @stdlib/stats-base-dists-invgamma-entropy
Usage
var entropy = require( '@stdlib/stats-base-dists-invgamma-entropy' );
entropy( alpha, beta )
Returns the differential entropy of an inverse gamma distribution with shape parameter alpha
and rate parameter beta
(in nats).
var v = entropy( 1.0, 1.0 );
// returns ~2.154
v = entropy( 4.0, 12.0 );
// returns ~1.996
v = entropy( 8.0, 2.0 );
// returns ~-0.922
If provided NaN
as any argument, the function returns NaN
.
var v = entropy( NaN, 2.0 );
// returns NaN
v = entropy( 2.0, NaN );
// returns NaN
If provided alpha <= 0
, the function returns NaN
.
var v = entropy( 0.0, 1.0 );
// returns NaN
v = entropy( -1.0, 1.0 );
// returns NaN
If provided beta <= 0
, the function returns NaN
.
var v = entropy( 1.0, 0.0 );
// returns NaN
v = entropy( 1.0, -1.0 );
// returns NaN
Examples
var randu = require( '@stdlib/random-base-randu' );
var EPS = require( '@stdlib/constants-float64-eps' );
var entropy = require( '@stdlib/stats-base-dists-invgamma-entropy' );
var alpha;
var beta;
var v;
var i;
for ( i = 0; i < 10; i++ ) {
alpha = ( randu()*10.0 ) + EPS;
beta = ( randu()*10.0 ) + EPS;
v = entropy( alpha, beta );
console.log( 'α: %d, β: %d, h(X;α,β): %d', alpha.toFixed( 4 ), beta.toFixed( 4 ), v.toFixed( 4 ) );
}
Notice
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
Community
License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.