Entropy estimation by Kozachenko-Leonenko method

The script calculates the entropy point estimation for 1D date by the Kozachenko-Leonenko method.
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Updated 28 Aug 2018

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The script calculates the entropy point estimation for 1D date by the Kozachenko-Leonenko method.

Cite As

Martin V. (2024). Entropy estimation by Kozachenko-Leonenko method (https://www.mathworks.com/matlabcentral/fileexchange/37370-entropy-estimation-by-kozachenko-leonenko-method), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2017b
Compatible with R2010a and later releases
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
2.0.0.0

1) evaluation of distance to the nearest neighbour was vectorized
2) script is able to cope with degenerated values (i.e. particular value occurs more than once in input data set and as a result a distance to the nearest neighbour is zero)

1.0.0.0