@stdlib/stats-base-dists-normal-entropy
Version:
Normal distribution differential entropy.
58 lines (52 loc) • 1.32 kB
TypeScript
/*
* @license Apache-2.0
*
* Copyright (c) 2019 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
// TypeScript Version: 4.1
/**
* Returns the differential entropy for a normal distribution with mean `mu` and standard deviation `sigma`.
*
* ## Notes
*
* - If provided `sigma <= 0`, the function returns `NaN`.
*
* @param mu - mean
* @param sigma - standard deviation
* @returns entropy
*
* @example
* var y = entropy( 0.0, 1.0 );
* // returns ~1.419
*
* @example
* var y = entropy( 5.0, 3.0 );
* // returns ~2.518
*
* @example
* var y = entropy( NaN, 1.0 );
* // returns NaN
*
* @example
* var y = entropy( 0.0, NaN );
* // returns NaN
*
* @example
* var y = entropy( 0.0, 0.0 );
* // returns NaN
*/
declare function entropy( mu: number, sigma: number ): number;
// EXPORTS //
export = entropy;