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integral
2005 May 11
0
entropy and conditional entropy for continous variables
...for a variable and the conditional
entropy between two variables, H(X|Y) for variables X & Y
I have coded the case for the categorical case but I'm having problems
understanding how to do it for the continous case.
>From what I understand, for continous variables the entropy would be
\integral_{A} f(x) log( f(x) ) dx
where f(x) is the density of X and A is the support.
I have tried obtaining the density of X by using the density estimation
methods of the KernSmooth package and then doing a numerical integration
- however I am confused about how to interpret the support in this
context....