Title: | Computation of Entropy Measures and Relative Loss |
---|---|
Description: | The functions allow for the numerical evaluation of some commonly used entropy measures, such as Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, at selected parametric values from several well-known and widely used probability distributions. Moreover, the functions also compute the relative loss of these entropies using the truncated distributions. Related works include: Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148. <doi:10.1093/imamci/4.2.143>. |
Authors: | Muhammad Imran [aut, cre], Christophe Chesneau [aut], Farrukh Jamal [aut] |
Maintainer: | Muhammad Imran <[email protected]> |
License: | GPL-2 |
Version: | 0.2.0 |
Built: | 2024-11-25 04:38:55 UTC |
Source: | https://github.com/cran/shannon |
The functions allow for the numerical evaluation of some commonly used entropy measures, such as Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, at selected parametric values from several well-known and widely used probability distributions. Moreover, the functions also compute the relative loss of these entropies using the truncated distributions. Let be an absolutely continuous random variable having the probability density function
. Then, the Shahnon entropy is as follows:
The Rényi entropy is as follows:
The Havrda and Charvat entropy is as follows:
The Arimoto entropy is as follows:
Let be an entropy, and
be its truncated integral version at
, i.e., defined with the truncated version of
over the interval
. Then we define the corresponding relative loss entropy is defined by
Package: | shannon |
Type: | Package |
Version: | 0.2.0 |
Date: | 2024-08-21 |
License: | GPL-2 |
Muhammad Imran <[email protected]>
Muhammad Imran [email protected], Christophe Chesneau [email protected] and Farrukh Jamal [email protected].
Shannon, C. E. (1948). A mathematical theory of communication. The Bell system technical journal, 27(3), 379-423.
Rényi, A. (1961). On measures of entropy and information, Hungarian Academy of Sciences, Budapest, Hungary, 547- 561.
Havrda, J., & Charvat, F. (1967). Quantification method of classification processes. Concept of structural -entropy. Kybernetika, 3(1), 30-35.
Arimoto, S. (1971). Information-theoretical considerations on estimation problems. Information and control, 19(3), 181-194.
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the beta distribution.
Se_beta(alpha, beta) re_beta(alpha, beta, delta) hce_beta(alpha, beta, delta) ae_beta(alpha, beta, delta)
Se_beta(alpha, beta) re_beta(alpha, beta, delta) hce_beta(alpha, beta, delta) ae_beta(alpha, beta, delta)
alpha |
The strictly positive shape parameter of the beta distribution ( |
beta |
The strictly positive shape parameter of the beta distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the beta distribution:
where ,
and
, and
denotes the standard gamma function.
The functions Se_beta, re_beta, hce_beta, and ae_beta provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the beta distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Gupta, A. K., & Nadarajah, S. (2004). Handbook of beta distribution and its applications. CRC Press.
Johnson, N. L., Kotz, S., & Balakrishnan, N. (1994). Beta distributions. Continuous univariate distributions. 2nd ed. New York, NY: John Wiley and Sons, 221-235.
se_kum, re_kum, hce_kum, ae_kum
# Computation of the Shannon entropy Se_beta(2, 4) delta <- c(1.2, 3) # Computation of the Rényi entropy re_beta(2, 4, delta) # Computation of the Havrda and Charvat entropy hce_beta(2, 4, delta) # Computation of the Arimoto entropy ae_beta(2, 4, delta) # A graphic presentation of the Havrda and Charvat entropy (HCE) library(ggplot2) delta <- c(0.2, 0.3, 0.5, 0.8, 1.2, 1.5, 2.5, 3, 3.5) hce_beta(2, 1.2, delta) z <- hce_beta(2, 1.2, delta) dat <- data.frame(x = delta , HCE = z) p_hce <- ggplot(dat, aes(x = delta, y = HCE)) + geom_line() plot <- p_hce + ggtitle(expression(alpha == 2~~beta == 1.2))
# Computation of the Shannon entropy Se_beta(2, 4) delta <- c(1.2, 3) # Computation of the Rényi entropy re_beta(2, 4, delta) # Computation of the Havrda and Charvat entropy hce_beta(2, 4, delta) # Computation of the Arimoto entropy ae_beta(2, 4, delta) # A graphic presentation of the Havrda and Charvat entropy (HCE) library(ggplot2) delta <- c(0.2, 0.3, 0.5, 0.8, 1.2, 1.5, 2.5, 3, 3.5) hce_beta(2, 1.2, delta) z <- hce_beta(2, 1.2, delta) dat <- data.frame(x = delta , HCE = z) p_hce <- ggplot(dat, aes(x = delta, y = HCE)) + geom_line() plot <- p_hce + ggtitle(expression(alpha == 2~~beta == 1.2))
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the beta exponential distribution.
se_bexp(lambda, alpha, beta) re_bexp(lambda, alpha, beta, delta) hce_bexp(lambda, alpha, beta, delta) ae_bexp(lambda, alpha, beta, delta)
se_bexp(lambda, alpha, beta) re_bexp(lambda, alpha, beta, delta) hce_bexp(lambda, alpha, beta, delta) ae_bexp(lambda, alpha, beta, delta)
lambda |
The strictly positive scale parameter of the exponential distribution ( |
alpha |
The strictly positive shape parameter of the beta distribution ( |
beta |
The strictly positive shape parameter of the beta distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the beta exponential distribution:
where ,
,
and
, and
denotes the standard beta function.
The functions se_bexp, re_bexp, hce_bexp, and ae_bexp provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the beta exponential distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Nadarajah, S., & Kotz, S. (2006). The beta exponential distribution. Reliability Engineering & System Safety, 91(6), 689-697.
# Computation of the Shannon entropy se_bexp(1.2, 0.2, 1.5) delta <- c(0.2, 0.3, 0.5) # Computation of the Rényi entropy re_bexp(1.2, 0.2, 0.5, delta) # Computation of the Havrda and Charvat entropy hce_bexp(1.2, 0.2, 1.5, delta) # Computation of the Arimoto entropy ae_bexp(1.2, 0.2, 1.5, delta)
# Computation of the Shannon entropy se_bexp(1.2, 0.2, 1.5) delta <- c(0.2, 0.3, 0.5) # Computation of the Rényi entropy re_bexp(1.2, 0.2, 0.5, delta) # Computation of the Havrda and Charvat entropy hce_bexp(1.2, 0.2, 1.5, delta) # Computation of the Arimoto entropy ae_bexp(1.2, 0.2, 1.5, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Birnbaum-Saunders distribution.
se_bs(v) re_bs(v, delta) hce_bs(v, delta) ae_bs(v, delta)
se_bs(v) re_bs(v, delta) hce_bs(v, delta) ae_bs(v, delta)
v |
The strictly positive scale parameter of the Birnbaum-Saunders distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Birnbaum-Saunders distribution:
where and
, and
is the probability density function of the standard normal distribution.
The functions se_bs, re_bs, hce_bs, and ae_bs provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Birnbaum-Saunders distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Chan, S., Nadarajah, S., & Afuecheta, E. (2016). An R package for value at risk and expected shortfall. Communications in Statistics Simulation and Computation, 45(9), 3416-3434.
Arimoto, S. (1971). Information-theoretical considerations on estimation problems. Inf. Control, 19, 181–194.
se_bs(0.2) delta <- c(1.5, 2, 3) re_bs(0.2, delta) hce_bs(0.2, delta) ae_bs(0.2, delta)
se_bs(0.2) delta <- c(1.5, 2, 3) re_bs(0.2, delta) hce_bs(0.2, delta) ae_bs(0.2, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Burr XII distribution.
se_burr(k, c) re_burr(k, c, delta) hce_burr(k, c, delta) ae_burr(k, c, delta)
se_burr(k, c) re_burr(k, c, delta) hce_burr(k, c, delta) ae_burr(k, c, delta)
k |
The strictly positive shape parameter of the Burr XII distribution ( |
c |
The strictly positive shape parameter of the Burr XII distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Burr XII distribution:
where ,
and
.
The functions se_burr, re_burr, hce_burr, and ae_burr provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Burr XII distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Rodriguez, R. N. (1977). A guide to the Burr type XII distributions. Biometrika, 64(1), 129-134.
Zimmer, W. J., Keats, J. B., & Wang, F. K. (1998). The Burr XII distribution in reliability analysis. Journal of Quality Technology, 30(4), 386-394.
se_burr(0.2, 1.4) delta <- c(2, 3) re_burr(1.2, 1.4, delta) hce_burr(1.2, 1.4, delta) ae_burr(1.2, 1.4, delta)
se_burr(0.2, 1.4) delta <- c(2, 3) re_burr(1.2, 1.4, delta) hce_burr(1.2, 1.4, delta) ae_burr(1.2, 1.4, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the chi-squared distribution.
se_chi(n) re_chi(n, delta) hce_chi(n, delta) ae_chi(n, delta)
se_chi(n) re_chi(n, delta) hce_chi(n, delta) ae_chi(n, delta)
n |
The degree of freedom and the positive parameter of the Chi-squared distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the (non-central) Chi-squared distribution:
where and
, and
denotes the standard gamma function.
The functions se_chi, re_chi, hce_chi, and ae_chi provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Chi-squared distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Johnson, N. L., Kotz, S., & Balakrishnan, N. (1995). Continuous univariate distributions, volume 2 (Vol. 289). John Wiley & Sons.
se_chi(1.2) delta <- c(0.2, 0.3) re_chi(1.2, delta) hce_chi(1.2, delta) ae_chi(1.2, delta)
se_chi(1.2) delta <- c(0.2, 0.3) re_chi(1.2, delta) hce_chi(1.2, delta) ae_chi(1.2, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the exponential distribution.
Se_exp(alpha) re_exp(alpha, delta) hce_exp(alpha, delta) ae_exp(alpha, delta)
Se_exp(alpha) re_exp(alpha, delta) hce_exp(alpha, delta) ae_exp(alpha, delta)
alpha |
The strictly positive scale parameter of the exponential distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the exponential distribution:
where and
.
The functions Se_exp, re_exp, hce_exp, and ae_exp provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the exponential distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Balakrishnan, K. (2019). Exponential distribution: theory, methods and applications. Routledge.
Singh, A. K. (1997). The exponential distribution-theory, methods and applications, Technometrics, 39(3), 341-341.
Arimoto, S. (1971). Information-theoretical considerations on estimation problems. Inf. Control, 19, 181–194.
Se_exp(0.2) delta <- c(1.5, 2, 3) re_exp(0.2, delta) hce_exp(0.2, delta) ae_exp(0.2, delta)
Se_exp(0.2) delta <- c(1.5, 2, 3) re_exp(0.2, delta) hce_exp(0.2, delta) ae_exp(0.2, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the exponential extension distribution.
se_nh(alpha, beta) re_nh(alpha, beta, delta) hce_nh(alpha, beta, delta) ae_nh(alpha, beta, delta)
se_nh(alpha, beta) re_nh(alpha, beta, delta) hce_nh(alpha, beta, delta) ae_nh(alpha, beta, delta)
alpha |
The strictly positive parameter of the exponential extension distribution ( |
beta |
The strictly positive parameter of the exponential extension distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the exponential extension distribution:
where ,
and
.
The functions se_nh, re_nh, hce_nh, and ae_nh provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the exponential extension distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Nadarajah, S., & Haghighi, F. (2011). An extension of the exponential distribution. Statistics, 45(6), 543-558.
re_exp, re_gamma, re_ee, re_wei
se_nh(1.2, 0.2) delta <- c(1.5, 2, 3) re_nh(1.2, 0.2, delta) hce_nh(1.2, 0.2, delta) ae_nh(1.2, 0.2, delta)
se_nh(1.2, 0.2) delta <- c(1.5, 2, 3) re_nh(1.2, 0.2, delta) hce_nh(1.2, 0.2, delta) ae_nh(1.2, 0.2, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the exponentiated exponential distribution.
se_ee(alpha, beta) re_ee(alpha, beta, delta) hce_ee(alpha, beta, delta) ae_ee(alpha, beta, delta)
se_ee(alpha, beta) re_ee(alpha, beta, delta) hce_ee(alpha, beta, delta) ae_ee(alpha, beta, delta)
alpha |
The strictly positive scale parameter of the exponentiated exponential distribution ( |
beta |
The strictly positive shape parameter of the exponentiated exponential distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the exponentiated exponential distribution:
where ,
and
.
The functions se_ee, re_ee, hce_ee, and ae_ee provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the exponentiated exponential distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Nadarajah, S. (2011). The exponentiated exponential distribution: a survey. AStA Advances in Statistical Analysis, 95, 219-251.
Gupta, R. D., & Kundu, D. (2007). Generalized exponential distribution: Existing results and some recent developments. Journal of Statistical Planning and Inference, 137(11), 3537-3547.
se_ee(0.2, 1.4) delta <- c(1.5, 2, 3) re_ee(0.2, 1.4, delta) hce_ee(0.2, 1.4, delta) ae_ee(0.2, 1.4, delta)
se_ee(0.2, 1.4) delta <- c(1.5, 2, 3) re_ee(0.2, 1.4, delta) hce_ee(0.2, 1.4, delta) ae_ee(0.2, 1.4, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the exponentiated Weibull distribution.
se_ew(a, beta, zeta) re_ew(a, beta, zeta, delta) hce_ew(a, beta, zeta, delta) ae_ew(a, beta, zeta, delta)
se_ew(a, beta, zeta) re_ew(a, beta, zeta, delta) hce_ew(a, beta, zeta, delta) ae_ew(a, beta, zeta, delta)
a |
The strictly positive shape parameter of the exponentiated Weibull distribution ( |
beta |
The strictly positive scale parameter of the baseline Weibull distribution ( |
zeta |
The strictly positive shape parameter of the baseline Weibull distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the exponentiated Weibull distribution:
where ,
,
and
.
The functions se_ew, re_ew, hce_ew, and ae_ew provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the exponentiated Weibull distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Nadarajah, S., Cordeiro, G. M., & Ortega, E. M. (2013). The exponentiated Weibull distribution: a survey. Statistical Papers, 54, 839-877.
se_ew(0.8, 0.2, 0.8) delta <- c(1.5, 2, 3) re_ew(1.2, 1.2, 1.4, delta) hce_ew(1.2, 1.2, 1.4, delta) ae_ew(1.2, 1.2, 1.4, delta)
se_ew(0.8, 0.2, 0.8) delta <- c(1.5, 2, 3) re_ew(1.2, 1.2, 1.4, delta) hce_ew(1.2, 1.2, 1.4, delta) ae_ew(1.2, 1.2, 1.4, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the F distribution.
se_f(alpha, beta) re_f(alpha, beta, delta) hce_f(alpha, beta, delta) ae_f(alpha, beta, delta)
se_f(alpha, beta) re_f(alpha, beta, delta) hce_f(alpha, beta, delta) ae_f(alpha, beta, delta)
alpha |
The strictly positive parameter (first degree of freedom) of the F distribution ( |
beta |
The strictly positive parameter (second degree of freedom) of the F distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the F distribution:
where ,
and
, and
is the standard beta function.
The functions se_f, re_f, hce_f, and ae_f provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the F distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Johnson, N. L., Kotz, S., & Balakrishnan, N. (1995). Continuous univariate distributions, volume 2 (Vol. 289). John Wiley & Sons.
se_f(1.2, 1.4) delta <- c(2.2, 2.3) re_f(1.2, 0.4, delta) hce_f(1.2, 1.4, delta) ae_f(1.2, 1.4, delta)
se_f(1.2, 1.4) delta <- c(2.2, 2.3) re_f(1.2, 0.4, delta) hce_f(1.2, 1.4, delta) ae_f(1.2, 1.4, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Fréchet distribution.
se_fre(alpha, beta, zeta) re_fre(alpha, beta, zeta, delta) hce_fre(alpha, beta, zeta, delta) ae_fre(alpha, beta, zeta, delta)
se_fre(alpha, beta, zeta) re_fre(alpha, beta, zeta, delta) hce_fre(alpha, beta, zeta, delta) ae_fre(alpha, beta, zeta, delta)
alpha |
The parameter of the Fréchet distribution ( |
beta |
The parameter of the Fréchet distribution ( |
zeta |
The parameter of the Fréchet distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Fréchet distribution:
where ,
,
and
. The Fréchet distribution is also known as inverse Weibull distribution and special case of the generalized extreme value distribution.
The functions se_fre, re_fre, hce_fre, and ae_fre provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Fréchet distribution distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Abbas, K., & Tang, Y. (2015). Analysis of Fréchet distribution using reference priors. Communications in Statistics-Theory and Methods, 44(14), 2945-2956.
se_fre(0.2, 1.4, 1.2) delta <- c(2, 3) re_fre(1.2, 0.4, 1.2, delta) hce_fre(1.2, 0.4, 1.2, delta) ae_fre(1.2, 0.4, 1.2, delta)
se_fre(0.2, 1.4, 1.2) delta <- c(2, 3) re_fre(1.2, 0.4, 1.2, delta) hce_fre(1.2, 0.4, 1.2, delta) ae_fre(1.2, 0.4, 1.2, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the gamma distribution.
Se_gamma(alpha, beta) re_gamma(alpha, beta, delta) hce_gamma(alpha, beta, delta) ae_gamma(alpha, beta, delta)
Se_gamma(alpha, beta) re_gamma(alpha, beta, delta) hce_gamma(alpha, beta, delta) ae_gamma(alpha, beta, delta)
alpha |
The strictly positive shape parameter of the gamma distribution ( |
beta |
The strictly positive scale parameter of the gamma distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the gamma distribution:
where ,
and
, and
is the standard gamma function.
The functions Se_gamma, re_gamma, hce_gamma, and ae_gamma provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the gamma distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Burgin, T. A. (1975). The gamma distribution and inventory control. Journal of the Operational Research Society, 26(3), 507-525.
Se_gamma(1.2, 1.4) delta <- c(1.5, 2, 3) re_gamma(1.2, 1.4, delta) hce_gamma(1.2, 1.4, delta) ae_gamma(1.2, 1.4, delta)
Se_gamma(1.2, 1.4) delta <- c(1.5, 2, 3) re_gamma(1.2, 1.4, delta) hce_gamma(1.2, 1.4, delta) ae_gamma(1.2, 1.4, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Gompertz distribution.
se_gomp(alpha, beta) re_gomp(alpha, beta, delta) hce_gomp(alpha, beta, delta) ae_gomp(alpha, beta, delta)
se_gomp(alpha, beta) re_gomp(alpha, beta, delta) hce_gomp(alpha, beta, delta) ae_gomp(alpha, beta, delta)
alpha |
The strictly positive parameter of the Gompertz distribution ( |
beta |
The strictly positive parameter of the Gompertz distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Gompertz distribution:
where ,
and
.
The functions se_gomp, re_gomp, hce_gomp, and ae_gomp provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Gompertz distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Soliman, A. A., Abd-Ellah, A. H., Abou-Elheggag, N. A., & Abd-Elmougod, G. A. (2012). Estimation of the parameters of life for Gompertz distribution using progressive first-failure censored data. Computational Statistics & Data Analysis, 56(8), 2471-2485.
se_gomp(2.4,0.2) delta <- c(2, 3) re_gomp(2.4,0.2, delta) hce_gomp(2.4,0.2, delta) ae_gomp(2.4,0.2, delta)
se_gomp(2.4,0.2) delta <- c(2, 3) re_gomp(2.4,0.2, delta) hce_gomp(2.4,0.2, delta) ae_gomp(2.4,0.2, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Gumbel distribution.
Se_gum(alpha, beta) re_gum(alpha, beta, delta) hce_gum(alpha, beta, delta) ae_gum(alpha, beta, delta)
Se_gum(alpha, beta) re_gum(alpha, beta, delta) hce_gum(alpha, beta, delta) ae_gum(alpha, beta, delta)
alpha |
The location parameter of the Gumbel distribution ( |
beta |
The strictly positive scale parameter of the Gumbel distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Gumbel distribution:
where ,
,
and
.
The functions Se_gum, re_gum, hce_gum, and ae_gum provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Gumbel distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Gomez, Y. M., Bolfarine, H., & Gomez, H. W. (2019). Gumbel distribution with heavy tails and applications to environmental data. Mathematics and Computers in Simulation, 157, 115-129.
Se_gum(1.2, 1.4) delta <- c(2, 3) re_gum(1.2, 0.4, delta) hce_gum(1.2, 0.4, delta) ae_gum(1.2, 0.4, delta)
Se_gum(1.2, 1.4) delta <- c(2, 3) re_gum(1.2, 0.4, delta) hce_gum(1.2, 0.4, delta) ae_gum(1.2, 0.4, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the inverse-gamma distribution.
se_ig(alpha, beta) re_ig(alpha, beta, delta) hce_ig(alpha, beta, delta) ae_ig(alpha, beta, delta)
se_ig(alpha, beta) re_ig(alpha, beta, delta) hce_ig(alpha, beta, delta) ae_ig(alpha, beta, delta)
alpha |
The strictly positive shape parameter of the inverse-gamma distribution ( |
beta |
The strictly positive scale parameter of the inverse-gamma distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the inverse-gamma distribution:
where ,
and
, and
is the standard gamma function.
The functions se_ig, re_ig, hce_ig, and ae_ig provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the inverse-gamma distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Rivera, P. A., Calderín-Ojeda, E., Gallardo, D. I., & Gómez, H. W. (2021). A compound class of the inverse Gamma and power series distributions. Symmetry, 13(8), 1328.
Glen, A. G. (2017). On the inverse gamma as a survival distribution. Computational Probability Applications, 15-30.
se_ig(1.2, 0.2) delta <- c(1.5, 2, 3) re_ig(1.2, 0.2, delta) hce_ig(1.2, 0.2, delta) ae_ig(1.2, 0.2, delta)
se_ig(1.2, 0.2) delta <- c(1.5, 2, 3) re_ig(1.2, 0.2, delta) hce_ig(1.2, 0.2, delta) ae_ig(1.2, 0.2, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Kumaraswamy distribution.
se_kum(alpha, beta) re_kum(alpha, beta, delta) hce_kum(alpha, beta, delta) ae_kum(alpha, beta, delta)
se_kum(alpha, beta) re_kum(alpha, beta, delta) hce_kum(alpha, beta, delta) ae_kum(alpha, beta, delta)
alpha |
The strictly positive shape parameter of the Kumaraswamy distribution ( |
beta |
The strictly positive shape parameter of the Kumaraswamy distribution ( |
delta |
The strictly positive scale parameter ( |
The following is the probability density function of the Kumaraswamy distribution:
where ,
and
.
The functions se_kum, re_kum, hce_kum, and ae_kum provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Kumaraswamy distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
El-Sherpieny, E. S. A., & Ahmed, M. A. (2014). On the Kumaraswamy distribution. International Journal of Basic and Applied Sciences, 3(4), 372.
Al-Babtain, A. A., Elbatal, I., Chesneau, C., & Elgarhy, M. (2021). Estimation of different types of entropies for the Kumaraswamy distribution. PLoS One, 16(3), e0249027.
se_kum(1.2, 1.4) delta <- c(1.5, 2, 3) re_kum(1.2, 1.4, delta) hce_kum(1.2, 1.4, delta) ae_kum(1.2, 1.4, delta)
se_kum(1.2, 1.4) delta <- c(1.5, 2, 3) re_kum(1.2, 1.4, delta) hce_kum(1.2, 1.4, delta) ae_kum(1.2, 1.4, delta)
Compute the Rényi, Havrda and Charvat, and Arimoto entropies of the Kumaraswamy exponential distribution.
re_kexp(lambda, a, b, delta) hce_kexp(lambda, a, b, delta) ae_kexp(lambda, a, b, delta)
re_kexp(lambda, a, b, delta) hce_kexp(lambda, a, b, delta) ae_kexp(lambda, a, b, delta)
a |
The strictly positive shape parameter of the Kumaraswamy distribution ( |
b |
The strictly positive shape parameter of the Kumaraswamy distribution ( |
lambda |
The strictly positive parameter of the exponential distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Kumaraswamy exponential distribution:
where ,
,
and
.
The functions re_kexp, hce_kexp, and ae_kexp provide the Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Kumaraswamy exponential distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Cordeiro, G. M., & de Castro, M. (2011). A new family of generalized distributions. Journal of Statistical Computation and Simulation, 81(7), 883-898.
delta <- c(1.5, 2, 3) re_kexp(1.2, 1.2, 1.4, delta) hce_kexp(1.2, 1.2, 1.4, delta) ae_kexp(1.2, 1.2, 1.4, delta)
delta <- c(1.5, 2, 3) re_kexp(1.2, 1.2, 1.4, delta) hce_kexp(1.2, 1.2, 1.4, delta) ae_kexp(1.2, 1.2, 1.4, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Kumaraswamy normal distribution.
se_kumnorm(mu, sigma, a, b) re_kumnorm(mu, sigma, a, b, delta) hce_kumnorm(mu, sigma, a, b, delta) ae_kumnorm(mu, sigma, a, b, delta)
se_kumnorm(mu, sigma, a, b) re_kumnorm(mu, sigma, a, b, delta) hce_kumnorm(mu, sigma, a, b, delta) ae_kumnorm(mu, sigma, a, b, delta)
mu |
The location parameter of the normal distribution ( |
sigma |
The strictly positive scale parameter of the normal distribution ( |
a |
The strictly positive shape parameter of the Kumaraswamy distribution ( |
b |
The strictly positive shape parameter of the Kumaraswamy distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Kumaraswamy normal distribution:
where ,
,
,
and
, and the functions
and
, denote the probability density function and cumulative distribution function of the standard normal distribution, respectively.
The functions se_kumnorm, re_kumnorm, hce_kumnorm, and ae_kumnorm provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Kumaraswamy normal distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Cordeiro, G. M., & de Castro, M. (2011). A new family of generalized distributions. Journal of Statistical Computation and Simulation, 81(7), 883-898.
se_kumnorm(0.2, 1.5, 1, 1) delta <- c(1.5, 2, 3) re_kumnorm(1.2, 1, 2, 1.5, delta) hce_kumnorm(1.2, 1, 2, 1.5, delta) ae_kumnorm(1.2, 1, 2, 1.5, delta)
se_kumnorm(0.2, 1.5, 1, 1) delta <- c(1.5, 2, 3) re_kumnorm(1.2, 1, 2, 1.5, delta) hce_kumnorm(1.2, 1, 2, 1.5, delta) ae_kumnorm(1.2, 1, 2, 1.5, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Laplace distribution.
Se_lap(alpha, beta) re_lap(alpha, beta, delta) hce_lap(alpha, beta, delta) ae_lap(alpha, beta, delta)
Se_lap(alpha, beta) re_lap(alpha, beta, delta) hce_lap(alpha, beta, delta) ae_lap(alpha, beta, delta)
alpha |
The location parameter of the Laplace distribution ( |
beta |
The strictly positive scale parameter of the Laplace distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Laplace distribution:
where ,
and
.
The functions Se_lap, re_lap, hce_lap, and ae_lap provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Laplace distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Cordeiro, G. M., & Lemonte, A. J. (2011). The beta Laplace distribution. Statistics & Probability Letters, 81(8), 973-982.
Se_lap(0.2, 1.4) delta <- c(2, 3) re_lap(1.2, 0.4, delta) hce_lap(1.2, 0.4, delta) ae_lap(1.2, 0.4, delta)
Se_lap(0.2, 1.4) delta <- c(2, 3) re_lap(1.2, 0.4, delta) hce_lap(1.2, 0.4, delta) ae_lap(1.2, 0.4, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the log-normal distribution.
se_lnorm(mu, sigma) re_lnorm(mu, sigma, delta) hce_lnorm(mu, sigma, delta) ae_lnorm(mu, sigma, delta)
se_lnorm(mu, sigma) re_lnorm(mu, sigma, delta) hce_lnorm(mu, sigma, delta) ae_lnorm(mu, sigma, delta)
mu |
The location parameter ( |
sigma |
The strictly positive scale parameter of the log-normal distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the log-normal distribution:
where ,
and
.
The functions se_lnorm, re_lnorm, hce_lnorm, and ae_lnorm provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the log-normal distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Johnson, N. L., Kotz, S., & Balakrishnan, N. (1995). Continuous univariate distributions, Volume 1, Chapter 14. Wiley, New York.
se_lnorm(0.2, 1.4) delta <- c(2, 3) re_lnorm(1.2, 0.4, delta) hce_lnorm(1.2, 0.4, delta) ae_lnorm(1.2, 0.4, delta)
se_lnorm(0.2, 1.4) delta <- c(2, 3) re_lnorm(1.2, 0.4, delta) hce_lnorm(1.2, 0.4, delta) ae_lnorm(1.2, 0.4, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the logistic distribution.
se_logis(mu, sigma) re_logis(mu, sigma, delta) hce_logis(mu, sigma, delta) ae_logis(mu, sigma, delta)
se_logis(mu, sigma) re_logis(mu, sigma, delta) hce_logis(mu, sigma, delta) ae_logis(mu, sigma, delta)
mu |
The location parameter of the logistic distribution ( |
sigma |
The strictly positive scale parameter of the logistic distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the logistic distribution:
where ,
and
.
The functions se_logis, re_logis, hce_logis, and ae_logis provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the logistic distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Johnson, N. L., Kotz, S., & Balakrishnan, N. (1995). Continuous univariate distributions, Volume 2 (Vol. 289). John Wiley & Sons.
se_logis(0.2, 1.4) delta <- c(2, 3) re_logis(1.2, 0.4, delta) hce_logis(1.2, 0.4, delta) ae_logis(1.2, 0.4, delta)
se_logis(0.2, 1.4) delta <- c(2, 3) re_logis(1.2, 0.4, delta) hce_logis(1.2, 0.4, delta) ae_logis(1.2, 0.4, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Lomax distribution.
se_lom(alpha, beta) re_lom(alpha, beta, delta) hce_lom(alpha, beta, delta) ae_lom(alpha, beta, delta)
se_lom(alpha, beta) re_lom(alpha, beta, delta) hce_lom(alpha, beta, delta) ae_lom(alpha, beta, delta)
alpha |
The strictly positive shape parameter of the Lomax distribution ( |
beta |
The strictly positive scale parameter of the Lomax distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Lomax distribution:
where ,
and
.
The functions se_lom, re_lom, hce_lom, and ae_lom provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Lomax distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Abd-Elfattah, A. M., Alaboud, F. M., & Alharby, A. H. (2007). On sample size estimation for Lomax distribution. Australian Journal of Basic and Applied Sciences, 1(4), 373-378.
se_lom(1.2, 0.2) delta <- c(1.5, 2, 3) re_lom(1.2, 0.2, delta) hce_lom(1.2, 0.2, delta) ae_lom(1.2, 0.2, delta)
se_lom(1.2, 0.2) delta <- c(1.5, 2, 3) re_lom(1.2, 0.2, delta) hce_lom(1.2, 0.2, delta) ae_lom(1.2, 0.2, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Nakagami distribution.
se_naka(alpha, beta) re_naka(alpha, beta, delta) hce_naka(alpha, beta, delta) ae_naka(alpha, beta, delta)
se_naka(alpha, beta) re_naka(alpha, beta, delta) hce_naka(alpha, beta, delta) ae_naka(alpha, beta, delta)
alpha |
The strictly positive scale parameter of the Nakagami distribution ( |
beta |
The strictly positive shape parameter of the Nakagami distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Nakagami distribution:
where ,
and
, and
is the standard gamma function.
The functions se_naka, re_naka, hce_naka, and ae_naka provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Nakagami distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Schwartz, J., Godwin, R. T., & Giles, D. E. (2013). Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution. Journal of Statistical Computation and Simulation, 83(3), 434-445.
se_naka(1.2, 0.2) delta <- c(1.5, 2, 3) re_naka(1.2, 0.2, delta) hce_naka(1.2, 0.2, delta) ae_naka(1.2, 0.2, delta)
se_naka(1.2, 0.2) delta <- c(1.5, 2, 3) re_naka(1.2, 0.2, delta) hce_naka(1.2, 0.2, delta) ae_naka(1.2, 0.2, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the normal distribution.
se_norm(alpha, beta) re_norm(alpha, beta, delta) hce_norm(alpha, beta, delta) ae_norm(alpha, beta, delta)
se_norm(alpha, beta) re_norm(alpha, beta, delta) hce_norm(alpha, beta, delta) ae_norm(alpha, beta, delta)
alpha |
The location parameter of the normal distribution ( |
beta |
The strictly positive scale parameter of the normal distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the normal distribution:
where ,
and
. The parameters
and
represent the mean and standard deviation, respectively.
The functions se_norm, re_norm, hce_norm, and ae_norm provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Normal distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Patel, J. K., & Read, C. B. (1996). Handbook of the normal distribution (Vol. 150). CRC Press.
se_norm(0.2, 1.4) delta <- c(1.5, 2, 3) re_norm(0.2, 1.4, delta) hce_norm(0.2, 1.4, delta) ae_norm(0.2, 1.4, delta)
se_norm(0.2, 1.4) delta <- c(1.5, 2, 3) re_norm(0.2, 1.4, delta) hce_norm(0.2, 1.4, delta) ae_norm(0.2, 1.4, delta)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Rayleigh distribution.
se_ray(alpha) re_ray(alpha, delta) hce_ray(alpha, delta) ae_ray(alpha, delta)
se_ray(alpha) re_ray(alpha, delta) hce_ray(alpha, delta) ae_ray(alpha, delta)
alpha |
The strictly positive parameter of the Rayleigh distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Rayleigh distribution:
where and
.
The functions se_ray, re_ray, hce_ray, and ae_ray provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Rayleigh distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Dey, S., Maiti, S. S., & Ahmad, M. (2016). Comparison of different entropy measures. Pak. J. Statist, 32(2), 97-108.
Arimoto, S. (1971). Information-theoretical considerations on estimation problems. Inf. Control, 19, 181–194.
se_ray(0.2) delta <- c(1.5, 2, 3) re_ray(0.2, delta) hce_ray(0.2, delta) ae_ray(0.2, delta) # A graphic representation of the Rényi entropy (RE) library(ggplot2) delta <- c(1.5, 2, 3) z <- re_ray(0.2, delta) dat <- data.frame(x = delta , RE = z) p_re <- ggplot(dat, aes(x = delta, y = RE)) + geom_line() plot <- p_re + ggtitle(expression(alpha == 0.2)) # A graphic presentation of the Havrda and Charvat entropy (HCE) delta <- c(1.5, 2, 3) z <- hce_ray(0.2, delta) dat <- data.frame(x = delta , HCE = z) p_hce <- ggplot(dat, aes(x = delta, y = HCE)) + geom_line() plot <- p_hce + ggtitle(expression(alpha == 0.2))
se_ray(0.2) delta <- c(1.5, 2, 3) re_ray(0.2, delta) hce_ray(0.2, delta) ae_ray(0.2, delta) # A graphic representation of the Rényi entropy (RE) library(ggplot2) delta <- c(1.5, 2, 3) z <- re_ray(0.2, delta) dat <- data.frame(x = delta , RE = z) p_re <- ggplot(dat, aes(x = delta, y = RE)) + geom_line() plot <- p_re + ggtitle(expression(alpha == 0.2)) # A graphic presentation of the Havrda and Charvat entropy (HCE) delta <- c(1.5, 2, 3) z <- hce_ray(0.2, delta) dat <- data.frame(x = delta , HCE = z) p_hce <- ggplot(dat, aes(x = delta, y = HCE)) + geom_line() plot <- p_hce + ggtitle(expression(alpha == 0.2))
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Student's t distribution.
se_st(v) re_st(v, delta) hce_st(v, delta) ae_st(v, delta)
se_st(v) re_st(v, delta) hce_st(v, delta) ae_st(v, delta)
v |
The strictly positive parameter of the Student's t distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Student t distribution:
where and
, and
is the standard gamma function.
The functions se_st, re_st, hce_st, and ae_st provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Student's t distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Yang, Z., Fang, K. T., & Kotz, S. (2007). On the Student's t-distribution and the t-statistic. Journal of Multivariate Analysis, 98(6), 1293-1304.
Ahsanullah, M., Kibria, B. G., & Shakil, M. (2014). Normal and Student's t distributions and their applications (Vol. 4). Paris, France: Atlantis Press.
Arimoto, S. (1971). Information-theoretical considerations on estimation problems. Inf. Control, 19, 181–194.
se_st(4) delta <- c(1.5, 2, 3) re_st(4, delta) hce_st(4, delta) ae_st(4, delta)
se_st(4) delta <- c(1.5, 2, 3) re_st(4, delta) hce_st(4, delta) ae_st(4, delta)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated beta distribution.
rlse_beta(p, alpha, beta) rlre_beta(p, alpha, beta, delta) rlhce_beta(p, alpha, beta, delta) rlae_beta(p, alpha, beta, delta)
rlse_beta(p, alpha, beta) rlre_beta(p, alpha, beta, delta) rlhce_beta(p, alpha, beta, delta) rlae_beta(p, alpha, beta, delta)
alpha |
The strictly positive shape parameter of the beta distribution ( |
beta |
The strictly positive shape parameter of the beta distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_beta, rlre_beta, rlhce_beta, and rlae_beta provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated beta distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Gupta, A. K., & Nadarajah, S. (2004). Handbook of beta distribution and its applications. CRC Press.
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
p <- c(0.25, 0.50, 0.75) rlse_beta(p, 0.2, 0.4) rlre_beta(p, 0.2, 0.4, 0.5) rlhce_beta(p, 0.2, 0.4, 0.5) rlae_beta(p, 0.2, 0.4, 0.5)
p <- c(0.25, 0.50, 0.75) rlse_beta(p, 0.2, 0.4) rlre_beta(p, 0.2, 0.4, 0.5) rlhce_beta(p, 0.2, 0.4, 0.5) rlae_beta(p, 0.2, 0.4, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated Birnbaum-Saunders distribution.
rlse_bs(p, v) rlre_bs(p, v, delta) rlhce_bs(p, v, delta) rlae_bs(p, v, delta)
rlse_bs(p, v) rlre_bs(p, v, delta) rlhce_bs(p, v, delta) rlae_bs(p, v, delta)
v |
The strictly positive scale parameter of the Birnbaum-Saunders distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_bs, rlre_bs, rlhce_bs, and rlae_bs provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated Birnbaum-Saunders distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Chan, S., Nadarajah, S., & Afuecheta, E. (2016). An R package for value at risk and expected shortfall. Communications in Statistics Simulation and Computation, 45(9), 3416-3434.
Arimoto, S. (1971). Information-theoretical considerations on estimation problems. Inf. Control, 19, 181–194.
p <- c(1, 1.7, 3) rlse_bs(p, 0.2) rlre_bs(p, 0.2, 0.5) rlhce_bs(p, 0.2, 0.5) rlae_bs(p, 0.2, 0.5)
p <- c(1, 1.7, 3) rlse_bs(p, 0.2) rlre_bs(p, 0.2, 0.5) rlhce_bs(p, 0.2, 0.5) rlae_bs(p, 0.2, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated Chi-squared distribution.
rlse_chi(p, n) rlre_chi(p, n, delta) rlhce_chi(p, n, delta) rlae_chi(p, n, delta)
rlse_chi(p, n) rlre_chi(p, n, delta) rlhce_chi(p, n, delta) rlae_chi(p, n, delta)
n |
The degree of freedom and positive parameter of the Chi-squared distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_chi, rlre_chi, rlhce_chi, and rlae_chi provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated Chi-squared distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Johnson, N. L., Kotz, S., & Balakrishnan, N. (1995). Continuous univariate distributions, volume 2 (Vol. 289). John Wiley & Sons.
p <- c(1, 1.7, 3) rlse_chi(p, 2) rlre_chi(p, 2, 0.5) rlhce_chi(p, 2, 0.5) rlae_chi(p, 2, 0.5)
p <- c(1, 1.7, 3) rlse_chi(p, 2) rlre_chi(p, 2, 0.5) rlhce_chi(p, 2, 0.5) rlae_chi(p, 2, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated exponential distribution.
rlse_exp(p, alpha) rlre_exp(p, alpha, delta) rlhce_exp(p, alpha, delta) rlae_exp(p, alpha, delta)
rlse_exp(p, alpha) rlre_exp(p, alpha, delta) rlhce_exp(p, alpha, delta) rlae_exp(p, alpha, delta)
alpha |
The strictly positive scale parameter of the exponential distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_exp, rlre_exp, rlhce_exp, and rlae_exp provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated exponential distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
p <- c(1, 1.7, 3) rlse_exp(p, 2) rlre_exp(p, 2, 0.5) rlhce_exp(p, 2, 0.5) rlae_exp(p, 2, 0.5)
p <- c(1, 1.7, 3) rlse_exp(p, 2) rlre_exp(p, 2, 0.5) rlhce_exp(p, 2, 0.5) rlae_exp(p, 2, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated exponential extension distribution.
rlse_nh(p, alpha, beta) rlre_nh(p, alpha, beta, delta) rlhce_nh(p, alpha, beta, delta) rlae_nh(p, alpha, beta, delta)
rlse_nh(p, alpha, beta) rlre_nh(p, alpha, beta, delta) rlhce_nh(p, alpha, beta, delta) rlae_nh(p, alpha, beta, delta)
alpha |
The strictly positive parameter of the exponential extension distribution ( |
beta |
The strictly positive parameter of the exponential extension distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_nh, rlre_nh, rlhce_nh, and rlae_nh provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated exponential extension distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Nadarajah, S., & Haghighi, F. (2011). An extension of the exponential distribution. Statistics, 45(6), 543-558.
p <- c(0.25, 0.50, 0.75) rlse_nh(p, 1.2, 0.2) rlre_nh(p, 1.2, 0.2, 0.5) rlhce_nh(p, 1.2, 0.2, 0.5) rlae_nh(p, 1.2, 0.2, 0.5)
p <- c(0.25, 0.50, 0.75) rlse_nh(p, 1.2, 0.2) rlre_nh(p, 1.2, 0.2, 0.5) rlhce_nh(p, 1.2, 0.2, 0.5) rlae_nh(p, 1.2, 0.2, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated F distribution.
rlse_f(p, alpha, beta) rlre_f(p, alpha, beta, delta) rlhce_f(p, alpha, beta, delta) rlae_f(p, alpha, beta, delta)
rlse_f(p, alpha, beta) rlre_f(p, alpha, beta, delta) rlhce_f(p, alpha, beta, delta) rlae_f(p, alpha, beta, delta)
alpha |
The strictly positive parameter (first degree of freedom) of the F distribution ( |
beta |
The strictly positive parameter (second degree of freedom) of the F distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_f, rlre_f, rlhce_f, and rlae_f provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated F distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148. Johnson, N. L., Kotz, S., & Balakrishnan, N. (1995). Continuous univariate distributions, volume 2 (Vol. 289). John Wiley & Sons.
p <- c(1.25, 1.50, 1.75) rlse_f(p, 4, 6) rlre_f(p, 4, 6, 0.5) rlhce_f(p, 4, 6, 0.5) rlae_f(p, 4, 6, 0.5)
p <- c(1.25, 1.50, 1.75) rlse_f(p, 4, 6) rlre_f(p, 4, 6, 0.5) rlhce_f(p, 4, 6, 0.5) rlae_f(p, 4, 6, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated gamma distribution.
rlse_gamma(p, alpha, beta) rlre_gamma(p, alpha, beta, delta) rlhce_gamma(p, alpha, beta, delta) rlae_gamma(p, alpha, beta, delta)
rlse_gamma(p, alpha, beta) rlre_gamma(p, alpha, beta, delta) rlhce_gamma(p, alpha, beta, delta) rlae_gamma(p, alpha, beta, delta)
alpha |
The strictly positive shape parameter of the gamma distribution ( |
beta |
The strictly positive scale parameter of the gamma distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_gamma, rlre_gamma, rlhce_gamma, and rlae_gamma provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated gamma distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Burgin, T. A. (1975). The gamma distribution and inventory control. Journal of the Operational Research Society, 26(3), 507-525.
p <- c(1, 1.50, 1.75) rlse_gamma(p, 0.2, 1) rlre_gamma(p, 0.2, 1, 0.5) rlhce_gamma(p, 0.2, 1, 0.5) rlae_gamma(p, 0.2, 1, 0.5)
p <- c(1, 1.50, 1.75) rlse_gamma(p, 0.2, 1) rlre_gamma(p, 0.2, 1, 0.5) rlhce_gamma(p, 0.2, 1, 0.5) rlae_gamma(p, 0.2, 1, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated Gompertz distribution.
rlse_gomp(p, alpha, beta) rlre_gomp(p, alpha, beta, delta) rlhce_gomp(p, alpha, beta, delta) rlae_gomp(p, alpha, beta, delta)
rlse_gomp(p, alpha, beta) rlre_gomp(p, alpha, beta, delta) rlhce_gomp(p, alpha, beta, delta) rlae_gomp(p, alpha, beta, delta)
alpha |
The strictly positive parameter of the Gompertz distribution ( |
beta |
The strictly positive parameter of the Gompertz distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_gomp, rlre_gomp, rlhce_gomp, and rlae_gomp provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated Gompertz distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Soliman, A. A., Abd-Ellah, A. H., Abou-Elheggag, N. A., & Abd-Elmougod, G. A. (2012). Estimation of the parameters of life for Gompertz distribution using progressive first-failure censored data. Computational Statistics & Data Analysis, 56(8), 2471-2485.
p <- c(0.25, 0.50) rlse_gomp(p, 2.4,0.2) rlre_gomp(p, 2.4,0.2, 0.5) rlhce_gomp(p, 2.4,0.2, 0.5) rlae_gomp(p, 2.4,0.2, 0.5)
p <- c(0.25, 0.50) rlse_gomp(p, 2.4,0.2) rlre_gomp(p, 2.4,0.2, 0.5) rlhce_gomp(p, 2.4,0.2, 0.5) rlae_gomp(p, 2.4,0.2, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated Gumbel distribution.
rlse_gum(p, alpha, beta) rlre_gum(p, alpha, beta, delta) rlhce_gum(p, alpha, beta, delta) rlae_gum(p, alpha, beta, delta)
rlse_gum(p, alpha, beta) rlre_gum(p, alpha, beta, delta) rlhce_gum(p, alpha, beta, delta) rlae_gum(p, alpha, beta, delta)
alpha |
The location parameter of the Gumbel distribution ( |
beta |
The strictly positive scale parameter of the Gumbel distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_gum, rlre_gum, rlhce_gum, and rlae_gum provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated Gumbel distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Gomez, Y. M., Bolfarine, H., & Gomez, H. W. (2019). Gumbel distribution with heavy tails and applications to environmental data. Mathematics and Computers in Simulation, 157, 115-129.
p <- c(1.8,2.2) rlse_gum(p, 4, 2) rlre_gum(p, 4, 2, 2) rlhce_gum(p, 4, 2, 2) rlae_gum(p, 4, 2, 2)
p <- c(1.8,2.2) rlse_gum(p, 4, 2) rlre_gum(p, 4, 2, 2) rlhce_gum(p, 4, 2, 2) rlae_gum(p, 4, 2, 2)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated inverse-gamma distribution.
rlse_ig(p, alpha, beta) rlre_ig(p, alpha, beta, delta) rlhce_ig(p, alpha, beta, delta) rlae_ig(p, alpha, beta, delta)
rlse_ig(p, alpha, beta) rlre_ig(p, alpha, beta, delta) rlhce_ig(p, alpha, beta, delta) rlae_ig(p, alpha, beta, delta)
alpha |
The strictly positive shape parameter of the inverse-gamma distribution ( |
beta |
The strictly positive scale parameter of the inverse-gamma distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_ig, rlre_ig, rlhce_ig, and rlae_ig provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated inverse-gamma distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Rivera, P. A., Calderín-Ojeda, E., Gallardo, D. I., & Gómez, H. W. (2021). A compound class of the inverse Gamma and power series distributions. Symmetry, 13(8), 1328.
p <- c(1.25, 1.50) rlse_ig(p, 1.2, 0.2) rlre_ig(p, 1.2, 0.2, 0.5) rlhce_ig(p, 1.2, 0.2, 0.5) rlae_ig(p, 1.2, 0.2, 0.5)
p <- c(1.25, 1.50) rlse_ig(p, 1.2, 0.2) rlre_ig(p, 1.2, 0.2, 0.5) rlhce_ig(p, 1.2, 0.2, 0.5) rlae_ig(p, 1.2, 0.2, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated Kumaraswamy distribution.
rlse_kum(p, alpha, beta) rlre_kum(p, alpha, beta, delta) rlhce_kum(p, alpha, beta, delta) rlae_kum(p, alpha, beta, delta)
rlse_kum(p, alpha, beta) rlre_kum(p, alpha, beta, delta) rlhce_kum(p, alpha, beta, delta) rlae_kum(p, alpha, beta, delta)
alpha |
The strictly positive shape parameter of the Kumaraswamy distribution ( |
beta |
The strictly positive shape parameter of the Kumaraswamy distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_kum, rlre_kum, rlhce_kum, and rlae_kum provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated Kumaraswamy distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
El-Sherpieny, E. S. A., & Ahmed, M. A. (2014). On the Kumaraswamy distribution. International Journal of Basic and Applied Sciences, 3(4), 372.
Al-Babtain, A. A., Elbatal, I., Chesneau, C., & Elgarhy, M. (2021). Estimation of different types of entropies for the Kumaraswamy distribution. PLoS One, 16(3), e0249027.
p <- c(0.25, 0.50, 0.75) rlse_kum(p, 0.2, 0.4) rlre_kum(p, 0.2, 0.4, 0.5) rlhce_kum(p, 0.2, 0.4, 0.5) rlae_kum(p, 0.2, 0.4, 0.5)
p <- c(0.25, 0.50, 0.75) rlse_kum(p, 0.2, 0.4) rlre_kum(p, 0.2, 0.4, 0.5) rlhce_kum(p, 0.2, 0.4, 0.5) rlae_kum(p, 0.2, 0.4, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated Laplace distribution.
rlse_lap(p, alpha, beta) rlre_lap(p, alpha, beta, delta) rlhce_lap(p, alpha, beta, delta) rlae_lap(p, alpha, beta, delta)
rlse_lap(p, alpha, beta) rlre_lap(p, alpha, beta, delta) rlhce_lap(p, alpha, beta, delta) rlae_lap(p, alpha, beta, delta)
alpha |
Location parameter of the Laplace distribution ( |
beta |
The strictly positive scale parameter of the Laplace distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_lap, rlre_lap, rlhce_lap, and rlae_lap provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated Laplace distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Cordeiro, G. M., & Lemonte, A. J. (2011). The beta Laplace distribution. Statistics & Probability Letters, 81(8), 973-982.
p <- c(0.25, 0.50, 0.75) rlse_lap(p, 0.2, 0.4) rlre_lap(p, 0.2, 0.4, 0.5) rlhce_lap(p, 0.2, 0.4, 0.5) rlae_lap(p, 0.2, 0.4, 0.5)
p <- c(0.25, 0.50, 0.75) rlse_lap(p, 0.2, 0.4) rlre_lap(p, 0.2, 0.4, 0.5) rlhce_lap(p, 0.2, 0.4, 0.5) rlae_lap(p, 0.2, 0.4, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated Nakagami distribution.
rlse_naka(p, alpha, beta) rlre_naka(p, alpha, beta, delta) rlhce_naka(p, alpha, beta, delta) rlae_naka(p, alpha, beta, delta)
rlse_naka(p, alpha, beta) rlre_naka(p, alpha, beta, delta) rlhce_naka(p, alpha, beta, delta) rlae_naka(p, alpha, beta, delta)
alpha |
The strictly positive scale parameter of the Nakagami distribution ( |
beta |
The strictly positive shape parameter of the Nakagami distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_naka, rlre_naka, rlhce_naka, and rlae_naka provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated Nakagami distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Schwartz, J., Godwin, R. T., & Giles, D. E. (2013). Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution. Journal of Statistical Computation and Simulation, 83(3), 434-445.
p <- c(1.25, 1.50, 1.75) rlse_naka(p, 0.2, 1) rlre_naka(p, 0.2, 1, 0.5) rlhce_naka(p, 0.2, 1, 0.5) rlae_naka(p, 0.2, 1, 0.5)
p <- c(1.25, 1.50, 1.75) rlse_naka(p, 0.2, 1) rlre_naka(p, 0.2, 1, 0.5) rlhce_naka(p, 0.2, 1, 0.5) rlae_naka(p, 0.2, 1, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated normal distribution.
rlse_norm(p, alpha, beta) rlre_norm(p, alpha, beta, delta) rlhce_norm(p, alpha, beta, delta) rlae_norm(p, alpha, beta, delta)
rlse_norm(p, alpha, beta) rlre_norm(p, alpha, beta, delta) rlhce_norm(p, alpha, beta, delta) rlae_norm(p, alpha, beta, delta)
alpha |
The location parameter of the normal distribution ( |
beta |
The strictly positive scale parameter of the normal distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_norm, rlre_norm, rlhce_norm, and rlae_norm provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated normal distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Patel, J. K., & Read, C. B. (1996). Handbook of the normal distribution (Vol. 150). CRC Press.
p <- c(0.25, 0.50, 0.75) rlse_norm(p, 0.2, 1) rlre_norm(p, 0.2, 1, 0.5) rlhce_norm(p, 0.2, 1, 0.5) rlae_norm(p, 0.2, 1, 0.5)
p <- c(0.25, 0.50, 0.75) rlse_norm(p, 0.2, 1) rlre_norm(p, 0.2, 1, 0.5) rlhce_norm(p, 0.2, 1, 0.5) rlae_norm(p, 0.2, 1, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated Rayleigh distribution.
rlse_ray(p, alpha) rlre_ray(p, alpha, delta) rlhce_ray(p, alpha, delta) rlae_ray(p, alpha, delta)
rlse_ray(p, alpha) rlre_ray(p, alpha, delta) rlhce_ray(p, alpha, delta) rlae_ray(p, alpha, delta)
alpha |
The strictly positive scale parameter of the Rayleigh distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_ray, rlre_ray, rlhce_ray, and rlae_ray provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated Rayleigh distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Dey, S., Maiti, S. S., & Ahmad, M. (2016). Comparison of different entropy measures. Pak. J. Statist, 32(2), 97-108.
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
p <- seq(0.25, 2, by=0.25) rlse_ray(p, 2) rlre_ray(p, 2, 0.5) rlhce_ray(p, 2, 0.5) rlae_ray(p, 2, 0.5) # A graphic representation of relative loss (RL) library(ggplot2) # p is a truncation time vector p <- seq(0.25, 2, by = 0.25) # RL based on the Rényi entropy z1 <- rlre_ray(p, 0.1, 0.5) # RL based on the Havrda and Charvat entropy z2 <- rlhce_ray(p, 0.1, 0.5) # RL based on the Arimoto entropy z3 <- rlae_ray(p, 0.1, 0.5) # RL based on the Shannon entropy z4 <- rlse_ray(p, 0.1) df <- data.frame(x = p, RL = z1, z2, z3, z4) head(df) p1 <- ggplot(df, aes(x = p, y = RL, color = Entropy)) p1 + geom_line(aes(colour = "RE"), size = 1) + geom_line(aes(x, y = z2, colour = "HCE"), size = 1) + geom_line(aes(x, y = z3, colour = "AR"), size = 1) + geom_line(aes(x, y = z4, colour = "SE"), size = 1) + ggtitle(expression(delta == 0.5 ~ ~alpha == 0.1))
p <- seq(0.25, 2, by=0.25) rlse_ray(p, 2) rlre_ray(p, 2, 0.5) rlhce_ray(p, 2, 0.5) rlae_ray(p, 2, 0.5) # A graphic representation of relative loss (RL) library(ggplot2) # p is a truncation time vector p <- seq(0.25, 2, by = 0.25) # RL based on the Rényi entropy z1 <- rlre_ray(p, 0.1, 0.5) # RL based on the Havrda and Charvat entropy z2 <- rlhce_ray(p, 0.1, 0.5) # RL based on the Arimoto entropy z3 <- rlae_ray(p, 0.1, 0.5) # RL based on the Shannon entropy z4 <- rlse_ray(p, 0.1) df <- data.frame(x = p, RL = z1, z2, z3, z4) head(df) p1 <- ggplot(df, aes(x = p, y = RL, color = Entropy)) p1 + geom_line(aes(colour = "RE"), size = 1) + geom_line(aes(x, y = z2, colour = "HCE"), size = 1) + geom_line(aes(x, y = z3, colour = "AR"), size = 1) + geom_line(aes(x, y = z4, colour = "SE"), size = 1) + ggtitle(expression(delta == 0.5 ~ ~alpha == 0.1))
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated Student's t distribution.
rlse_st(p, v) rlre_st(p, v, delta) rlhce_st(p, v, delta) rlae_st(p, v, delta)
rlse_st(p, v) rlre_st(p, v, delta) rlhce_st(p, v, delta) rlae_st(p, v, delta)
v |
The strictly positive parameter of the Student distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_st, rlre_st, rlhce_st, and rlae_st provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated Student's t distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Yang, Z., Fang, K. T., & Kotz, S. (2007). On the Student's t-distribution and the t-statistic. Journal of Multivariate Analysis, 98(6), 1293-1304.
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
p <- c(1, 1.7, 3) rlse_st(p, 4) rlre_st(p, 4, 0.5) rlhce_st(p, 4, 0.5) rlae_st(p, 4, 0.5)
p <- c(1, 1.7, 3) rlse_st(p, 4) rlre_st(p, 4, 0.5) rlhce_st(p, 4, 0.5) rlae_st(p, 4, 0.5)
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated Weibull distribution.
rlse_wei(p, alpha, beta) rlre_wei(p, alpha, beta, delta) rlhce_wei(p, alpha, beta, delta) rlae_wei(p, alpha, beta, delta)
rlse_wei(p, alpha, beta) rlre_wei(p, alpha, beta, delta) rlhce_wei(p, alpha, beta, delta) rlae_wei(p, alpha, beta, delta)
alpha |
The strictly positive scale parameter of the Weibull distribution ( |
beta |
The strictly positive shape parameter of the Weibull distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
The functions rlse_wei, rlre_wei, rlhce_wei, and rlae_wei provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated Weibull distribution, and
.
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
Weibull, W. (1951). A statistical distribution function of wide applicability. Journal of applied mechanics, 18, 293-297.
p <- c(1, 1.7, 3) rlse_wei(p, 2, 1) rlre_wei(p, 2, 1, 0.5) rlhce_wei(p, 2, 1, 0.5) rlae_wei(p, 2, 1, 0.5)
p <- c(1, 1.7, 3) rlse_wei(p, 2, 1) rlre_wei(p, 2, 1, 0.5) rlhce_wei(p, 2, 1, 0.5) rlae_wei(p, 2, 1, 0.5)
Compute the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the Weibull distribution.
se_wei(alpha, beta) re_wei(alpha, beta, delta) hce_wei(alpha, beta, delta) ae_wei(alpha, beta, delta)
se_wei(alpha, beta) re_wei(alpha, beta, delta) hce_wei(alpha, beta, delta) ae_wei(alpha, beta, delta)
alpha |
The strictly positive scale parameter of the Weibull distribution ( |
beta |
The strictly positive shape parameter of the Weibull distribution ( |
delta |
The strictly positive parameter ( |
The following is the probability density function of the Weibull distribution:
where ,
and
.
The functions se_wei, re_wei, hce_wei, and ae_wei provide the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the Weibull distribution and .
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <[email protected]>, Christophe Chesneau <[email protected]> and Farrukh Jamal [email protected].
Weibull, W. (1951). A statistical distribution function of wide applicability. Journal of applied mechanics, 18, 293-297.
se_wei(1.2, 0.2) delta <- c(1.5, 2, 3) re_wei(1.2, 0.2, delta) hce_wei(1.2, 0.2, delta) ae_wei(1.2, 0.2, delta)
se_wei(1.2, 0.2) delta <- c(1.5, 2, 3) re_wei(1.2, 0.2, delta) hce_wei(1.2, 0.2, delta) ae_wei(1.2, 0.2, delta)