Randentropy: A Software to Measure Inequality in Random Systems

DOI10.15388/22-INFOR479zbMath1505.60001arXiv2103.09107MaRDI QIDQ5106277

Guglielmo D'Amico, Loriano Storchi, Stefania Scocchera

Publication date: 16 September 2022

Published in: Informatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.09107

zbMATH Keywords

copulachange-pointrandom entropyMarkov reward model

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to probability theory (60-04)

Uses Software

• SciPy
• Matplotlib
• msm
• msSurv
• SemiMarkov
• entropart
• RTransferEntropy
• PyMaxEnt

Cites Work

• A Mathematical Theory of Communication
• On cumulative entropies
• Detecting change-points in Markov chains
• On the dynamic cumulative residual entropy
• Entropy-based measure of uncertainty in past lifetime distributions
• Information Theory and Statistical Mechanics
• Cumulative Residual Entropy: A New Measure of Information
• PROPERTIES FOR GENERALIZED CUMULATIVE PAST MEASURES OF INFORMATION
• A Copula-based Markov Reward Approach to the Credit Spread in the European Union
• Principles of Copula Theory
• On Information and Sufficiency

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