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2019•RePEc: Research Papers in EconomicsRequires access

ENTROPY: Stata module to compute Shannon, Renyi, HCT entropy & Hill numbers

Muhammad Rashid Ansari

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Abstract

entropy calculates Shannon(1948) entropy, alpha parameterized Renyi(1961), HCT {Havrda, Charvat (1967), Tsallis (1988)} entropy and Hill's (1973) diversity measure for given parameter value. Renyi and HCT are special case of Shannon entropy and tend to Shannon as alpha --> 1. Renyi and HCT reproduce Shannon results for alpha=1, while Hill’s measure equals to exponential (Shannon) for alpha(1).

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entropy calculates Shannon(1948) entropy, alpha parameterized Renyi(1961), HCT {Havrda, Charvat (1967), Tsallis (1988)} entropy and Hill's (1973) diversity measure for given parameter value. Renyi and HCT are special case of Shannon entropy and tend to Shannon as alpha --> 1. Renyi and HCT reproduce Shannon results for alpha=1, while Hill’s measure equals to exponential (Shannon) for alpha(1).

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Available abstract

entropy calculates Shannon(1948) entropy, alpha parameterized Renyi(1961), HCT {Havrda, Charvat (1967), Tsallis (1988)} entropy and Hill's (1973) diversity measure for given parameter value. Renyi and HCT are special case of Shannon entropy and tend to Shannon as alpha --> 1. Renyi and HCT reproduce Shannon results for alpha=1, while Hill’s measure equals to exponential (Shannon) for alpha(1).

Key concepts: Rényi entropy, Mathematics, Tsallis entropy, Shannon's source coding theorem, Min entropy, Entropy in thermodynamics and information theory, Maximum entropy probability distribution, Joint quantum entropy

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ENTROPY: Stata module to compute Shannon, Renyi, HCT entropy & Hill numbers — Research Paper | ScholarLens