Entropy estimation by Kozachenko-Leonenko method

Version 2.0.0.0 (1.3 KB) by Martin V.
The script calculates the entropy point estimation for 1D date by the Kozachenko-Leonenko method.
4.3
(3)
651 Downloads
Updated 28 Aug 2018

View License

The script calculates the entropy point estimation for 1D date by the Kozachenko-Leonenko method.

Cite As

Martin V. (2026). Entropy estimation by Kozachenko-Leonenko method (https://uk.mathworks.com/matlabcentral/fileexchange/37370-entropy-estimation-by-kozachenko-leonenko-method), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2017b
Compatible with R2010a and later releases
Platform Compatibility
Windows macOS Linux
Categories
Find more on Statistics and Machine Learning Toolbox in Help Center and MATLAB Answers
Tags Add Tags
Open in new tab
Version Published Release Notes
2.0.0.0

1) evaluation of distance to the nearest neighbour was vectorized
2) script is able to cope with degenerated values (i.e. particular value occurs more than once in input data set and as a result a distance to the nearest neighbour is zero)
1.0.0.0