@stdlib/stats-base-dists-lognormal-entropy
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    Entropy

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    Lognormal distribution differential entropy.

    The differential entropy (in nats) for a lognormal random variable is

    Differential entropy for a lognormal distribution.

    where μ is the location parameter and σ > 0 is the scale parameter. According to the definition, the natural logarithm of a random variable from a lognormal distribution follows a normal distribution.

    Installation

    npm install @stdlib/stats-base-dists-lognormal-entropy

    Usage

    var entropy = require( '@stdlib/stats-base-dists-lognormal-entropy' );

    entropy( mu, sigma )

    Returns the differential entropy for a lognormal distribution with location mu and scale sigma (in nats).

    var y = entropy( 2.0, 1.0 );
    // returns ~3.419
    
    y = entropy( 0.0, 1.0 );
    // returns ~1.419
    
    y = entropy( -1.0, 2.0 );
    // returns ~1.112

    If provided NaN as any argument, the function returns NaN.

    var y = entropy( NaN, 1.0 );
    // returns NaN
    
    y = entropy( 0.0, NaN );
    // returns NaN

    If provided sigma <= 0, the function returns NaN.

    var y = entropy( 0.0, 0.0 );
    // returns NaN
    
    y = entropy( 0.0, -1.0 );
    // returns NaN

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var entropy = require( '@stdlib/stats-base-dists-lognormal-entropy' );
    
    var sigma;
    var mu;
    var y;
    var i;
    
    for ( i = 0; i < 10; i++ ) {
        mu = ( randu()*10.0 ) - 5.0;
        sigma = randu() * 20.0;
        y = entropy( mu, sigma );
        console.log( 'µ: %d, σ: %d, h(X;µ,σ): %d', mu.toFixed( 4 ), sigma.toFixed( 4 ), y.toFixed( 4 ) );
    }

    Notice

    This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

    For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2021. The Stdlib Authors.

    Install

    npm i @stdlib/stats-base-dists-lognormal-entropy

    Homepage

    stdlib.io

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    0.0.5

    License

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