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Laplace distribution differential entropy.
The differential entropy (in nats) for a Laplace random variable with location μ
and scale b > 0
is
where e
is Euler's number.
import entropy from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-laplace-entropy@deno/mod.js';
Returns the differential entropy for a Laplace distribution with location parameter mu
and scale parameter b
(in nats).
var y = entropy( 2.0, 1.0 );
// returns ~1.693
y = entropy( 0.0, 1.0 );
// returns ~1.693
y = entropy( -1.0, 4.0 );
// returns ~3.079
If provided NaN
as any argument, the function returns NaN
.
var y = entropy( NaN, 1.0 );
// returns NaN
y = entropy( 0.0, NaN );
// returns NaN
If provided b <= 0
, the function returns NaN
.
var y = entropy( 0.0, 0.0 );
// returns NaN
y = entropy( 0.0, -1.0 );
// returns NaN
import randu from 'https://cdn.jsdelivr.net/gh/stdlib-js/random-base-randu@deno/mod.js';
import entropy from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-laplace-entropy@deno/mod.js';
var mu;
var b;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
mu = ( randu()*10.0 ) - 5.0;
b = randu() * 20.0;
y = entropy( mu, b );
console.log( 'µ: %d, b: %d, h(X;µ,b): %d', mu.toFixed( 4 ), b.toFixed( 4 ), y.toFixed( 4 ) );
}
This package is part of stdlib, a standard library 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.
See LICENSE.
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