Skip to content

Estimators for probabilities, entropies, and other complexity measures derived from observations in the context of nonlinear dynamics and complex systems

License

Notifications You must be signed in to change notification settings

Jay-sanjay/ComplexityMeasures.jl

 
 

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

ComplexityMeasures.jl

Docs CI codecov Package Downloads Package Downloads DOI

A Julia package that provides:

  • a rigorous framework for extracting probabilities from data, based on the mathematical formulation of probability spaces
  • several (12+) outcome spaces, i.e., ways to discretize data into probabilities
  • several estimators for estimating probabilities given an outcome space, which correct theoretically known estimation biases
  • several definitions of information measures, such as various flavours of entropies (Shannon, Tsallis, Curado...), extropies, and probability-based complexity measures, that are used in the context of nonlinear dynamics, nonlinear timeseries analysis, and complex systems
  • several discrete and continuous (differential) estimators for entropies, which correct theoretically known estimation biases
  • estimators for other complexity measures that are not estimated based on probability functions
  • an extendable interface and well thought out API that makes it trivial to define new outcome spaces, or new estimators for probabilities, information measures, or complexity measures

ComplexityMeasures.jl can be used as a standalone package, or as part of other projects in the JuliaDynamics organization, such as DynamicalSystems.jl or CausalityTools.jl.

To install it, run import Pkg; Pkg.add("ComplexityMeasures").

All further information is provided in the documentation, which you can either find online or build locally by running the docs/make.jl file.

Previously, this package was called Entropies.jl.

About

Estimators for probabilities, entropies, and other complexity measures derived from observations in the context of nonlinear dynamics and complex systems

Resources

License

Stars

Watchers

Forks

Packages

No packages published

Languages

  • Julia 100.0%