entropy.js (1943B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2018 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 // MODULES // 22 23 var isNonNegativeInteger = require( '@stdlib/math/base/assert/is-nonnegative-integer' ); 24 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var exp = require( '@stdlib/math/base/special/exp' ); 26 var ln = require( '@stdlib/math/base/special/ln' ); 27 var PINF = require( '@stdlib/constants/float64/pinf' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns the entropy of a binomial distribution. 34 * 35 * @param {NonNegativeInteger} n - number of trials 36 * @param {Probability} p - success probability 37 * @returns {number} entropy 38 * 39 * @example 40 * var v = entropy( 100, 0.1 ); 41 * // returns ~2.511 42 * 43 * @example 44 * var v = entropy( 20, 0.5 ); 45 * // returns ~2.223 46 * 47 * @example 48 * var v = entropy( 10.3, 0.5 ); 49 * // returns NaN 50 * 51 * @example 52 * var v = entropy( 20, 1.1 ); 53 * // returns NaN 54 * 55 * @example 56 * var v = entropy( 20, NaN ); 57 * // returns NaN 58 */ 59 function entropy( n, p ) { 60 var nlq; 61 var out; 62 var i; 63 var q; 64 65 if ( 66 isnan( n ) || 67 isnan( p ) || 68 p < 0.0 || 69 p > 1.0 || 70 !isNonNegativeInteger( n ) || 71 n === PINF 72 ) { 73 return NaN; 74 } 75 if ( p === 0 || p === 1 || n === 0 ) { 76 return 0.0; 77 } 78 q = 1.0 - p; 79 nlq = n * ln( q ); 80 out = exp( nlq ) * nlq; 81 for ( i = 1; i <= n; i++ ) { 82 nlq += ln( ( n - i + 1 ) / i ) + ln( p / q ); 83 out += exp( nlq ) * nlq; 84 } 85 return -out; 86 } 87 88 89 // EXPORTS // 90 91 module.exports = entropy;