5.6.2.6. statsmodels.sandbox.infotheo.gencrossentropy

statsmodels.sandbox.infotheo.gencrossentropy(px, py, pxpy, alpha=1, logbase=2, measure='T')

Generalized cross-entropy measures.

Parameters:

px : array-like

Discrete probability distribution of random variable X

py : array-like

Discrete probability distribution of random variable Y

pxpy : 2d array-like, optional

Joint probability distribution of X and Y. If pxpy is None, X and Y are assumed to be independent.

logbase : int or np.e, optional

Default is 2 (bits)

measure : str, optional

The measure is the type of generalized cross-entropy desired. ‘T’ is the cross-entropy version of the Tsallis measure. ‘CR’ is Cressie-Read measure.