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Proposes non-parametric estimates of the Fisher Information Measure and the Shannon Entropy Power. The package contains also some bandwidth selectors for kernel density estimate.

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FiShPy

Python package for Fisher-Shannon method. Proposes non-parametric estimates of the Fisher Information Measure and the Shannon Entropy Power. The package contains also some bandwidth selectors for kernel density estimate. An R version of this work is available on GitHub and CRAN.

When using this Python code, please cite the following paper where it was developed :

F. Guignard, M. Laib, F. Amato, M. Kanevski, Advanced analysis of temporal data using Fisher-Shannon information: theoretical development and application in geosciences, 2020, Frontiers in Earth Science, 8:255. Paper

The package can be installed via pip install command.

  • License : MIT

Require

  • numpy: 1.15.4
  • scipy: 1.3.4

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Proposes non-parametric estimates of the Fisher Information Measure and the Shannon Entropy Power. The package contains also some bandwidth selectors for kernel density estimate.

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