maxent

Compute Maximum Entropy Distributions

https://github.com/jfischoff/maxent

Latest on Hackage:0.7

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BSD-3-Clause licensed by (c) Jonathan Fischoff 2012-2014, (c) Eric Pashman 2014
Maintained by [email protected]

The maximum entropy method, or MAXENT, is variational approach for computing probability distributions given a list of moment, or expected value, constraints.

Here are some links for background info.

A good overview of applications: http://cmm.cit.nih.gov/maxent/letsgo.html

On the idea of maximum entropy in general: http://en.wikipedia.org/wiki/Principle_of_maximum_entropy

Use this package to compute discrete maximum entropy distributions over a list of values and list of constraints.

Here is a the example from Probability the Logic of Science

> maxent 0.00001 [1,2,3] [average 1.5]
 Right [0.61, 0.26, 0.11]

The classic dice example

> maxent 0.00001 [1,2,3,4,5,6] [average 4.5]
 Right [.05, .07, 0.11, 0.16, 0.23, 0.34]

One can use different constraints besides the average value there.