oneminusp.com Computational Finance, Markets, Programming & co

18Feb/100

Open Source Information theory frameworks

I found two frameworks (for languages I'm interested in) which provide a range of entropy estimators and other information theoretical measures:

For python there is pyentropy

For R there is the entropy package by Hausser and Strimmer.

If you know of others, please let me know.

Also, I will soon add an additional page to the blog where you can additionally download all the source code presented in the code.