5.6.2.2. statsmodels.sandbox.infotheo.condentropy

statsmodels.sandbox.infotheo.condentropy(px, py, pxpy=None, logbase=2)

Return the conditional entropy of X given Y.

Parameters:

px : array-like

py : array-like

pxpy : array-like, optional

If pxpy is None, the distributions are assumed to be independent and conendtropy(px,py) = shannonentropy(px)

logbase : int or np.e

Returns:

sum_{kj}log(q_{j}/w_{kj}

where q_{j} = Y[j]

and w_kj = X[k,j]