maxent
Version 0.7 revision 0 uploaded by JonathanFischoff.
Package meta
- Synopsis
- Compute Maximum Entropy Distributions
- Description
The maximum entropy method, or MAXENT, is variational approach for computing probability distributions given a list of moment, or expected value, constraints.
Here are some links for background info.
A good overview of applications: http://cmm.cit.nih.gov/maxent/letsgo.html
On the idea of maximum entropy in general: http://en.wikipedia.org/wiki/Principle_of_maximum_entropy
Use this package to compute discrete maximum entropy distributions over a list of values and list of constraints.
Here is a the example from Probability the Logic of Science
> maxent 0.00001 [1,2,3] [average 1.5] Right [0.61, 0.26, 0.11]The classic dice example
> maxent 0.00001 [1,2,3,4,5,6] [average 4.5] Right [.05, .07, 0.11, 0.16, 0.23, 0.34]One can use different constraints besides the average value there.
- Author
- (c) Jonathan Fischoff 2012-2014, (c) Eric Pashman 2014
- Bug reports
- n/a
- Category
- Math
- Copyright
- n/a
- Homepage
- https://github.com/jfischoff/maxent
- Maintainer
- jonathangfischoff@gmail.com
- Package URL
- n/a
- Stability
- n/a