Lightweight Information Theory Library
Lit is entirely templates, to use it just include the appropriate header.
The easiest way to use lit is to download it (or make it a
submodule) and add lit/include to the include path for your project.
Entropy
#include <entropy.hpp>Exposes functions templates to compute entropy, conditional entropy, and joint entropy or a sample/samples from a discrete random variable.
template <typename A>
double entropy(std::vector<A>& rv);
/**
* 'a' and 'b' must be the same length. If they are not then an
* 'invalid_argument exception will be thrown.
*/
template <typename A, typename B>
double joint_entropy(std::vector<A>& a, std::vector<B>& b);
/**
* Again, 'a' and 'b' must be the same length.
*/
template <typename A, typename B>
double conditional_entropy(std::vector<A>& a, std::vector<B>& b);These templates should work with any types, as long as the type can be compared for equality.
Mutual Information
coming soon
Transfer Entropy
coming ... eventually