x_analytical_values.py 文件源码

def analytical_value_h_shannon(distr, par):
    """ Analytical value of the Shannon entropy for the given distribution.

    Parameters
    ----------    
    distr : str
            Name of the distribution.
    par : dictionary
          Parameters of the distribution. If distr = 'uniform': par["a"], 
          par["b"], par["l"] <- lxU[a,b]. If distr = 'normal' : par["cov"] 
          is the covariance matrix.

    Returns
    -------
    h : float
        Analytical value of the Shannon entropy.

    """

    if distr == 'uniform':
        # par = {"a": a, "b": b, "l": l}
        h = log(prod(par["b"] - par["a"])) + log(absolute(det(par["l"]))) 
    elif distr == 'normal':
        # par = {"cov": c}
        dim = par["cov"].shape[0]  # =c.shape[1]
        h = 1/2 * log((2 * pi * exp(1))**dim * det(par["cov"]))
        # = 1/2 * log(det(c)) + d / 2 * log(2*pi) + d / 2
    else:
        raise Exception('Distribution=?')

    return h