A collection of quantifications related to Shannon's information theory and methods to discretise data.

```
using Shannon
xy = hcat([sin(x) + randn() * .1 for x=0:0.01:2pi], [cos(x) + randn() * .1 for x=0:0.01:2pi])
bxy = bin_matrix(xy, -1.0, 1.0, 10)
c=combine_binned_matrix(bxy)
c=relabel(c)
H = entropy(c)
I = MI(bxy)
```

A faster way is to call

```
unary_of_matrix(xy, -1.0, 1.0, 10)
```

which is a short cut for the lines below

```
bxy = bin_matrix(xy, -1.0, 1.0, 10)
c=combine_binned_matrix(bxy)
c=relabel(c)
```

The estimators are implemented from the following list of publications:

[1] A. Chao and T.-J. Shen. Nonparametric estimation of shannon’s index of diversity when there are unseen species in sample. Environmental and Ecological Statistics, 10(4):429–443, 2003.

and the function call is

```
entropy(data, base=2, mode="ML")
```

where

**data** | is the discrete data (*Vector{Int64}*) |

**mode** | determines which estimator should be used (see below). It is *not* case-sensitive |

**base** | determines the base of the logarithm |

This is the default estimator.

```
entropy(data)
entropy(data, mode="ML")
entropy(data, mode="Maximum Likelihood")
```

```
entropy(data, mode="MLBC")
entropy(data, mode="Maximum Likelihood with Bias Compensation")
```

```
entropy(data, mode="HT")
entropy(data, mode="Horovitz-Thompson")
```

```
entropy(data, mode="CS")
entropy(data, mode="Chao-Shen")
entropy(data, mode="ChaoShen")
```

```
entropy(data, base=2) [ this is the default ]
entropy(data, mode="HT", base=10)
```

Currently, only the *maximum likelihood estimator* is implemented. It can be used with different bases:

```
MI(xy, base=2) [ this is the default ]
MI(xy, base=10)
```

**xy** is a two-dimensional matrix with **n** rows and two columns.

This in an implementation of the one-step predictive information, which is given by the mutual information of consecutive data points. If x is the data vector, then:

```
PI(x) = MI(hcat(x[1:end-1], x[2:end]))
PI(x,[base],[mode]) = MI(x[1:end-1], x[2:end], base, mode)
```

This function calculates the KL-Divergence on two probability distributions, and is essentially given by:

```
KL(p,q)= sum([(p[i] != 0 && q[i] != 0)? p[i] * log(base, p[i]/q[i]) : 0 for i=1:length(p)])
```

**p**,**q** must be valid probability distributions, i.e.

```
x >= 0 for x in p
y >= 0 for y in q
sum(p) == sum(q) == 1.0
```

Implementation of measures from

Quantifying Morphological Computation, Zahedi & Ay, Entropy, 2013: [pdf]

and

Quantifying Morphological Computation based on an Information Decomposition of the Sensorimotor Loop, Ghazi-Zahedi & Rauh, ECAL 2015: [pdf]

06/26/2014

2 months ago

56 commits