Compute Maximum Entropy Distributions

Latest on Hackage:0.7

This package is not currently in any snapshots. If you're interested in using it, we recommend adding it to Stackage Nightly. Doing so will make builds more reliable, and allow to host generated Haddocks.

BSD3 licensed by (c) Jonathan Fischoff 2012-2014, (c) Eric Pashman 2014

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:

On the idea of maximum entropy in general:

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.

comments powered byDisqus