I have a variable whose values are like [23.13, 56.1, 12.6, 1.23, 5.56]. I want to find the entropy of this variable. I got one code here How to compute the shannon entropy and mutual information of N variables but for continuous variables what bin size should be preferred?
2 Answers
We can create histogram of the variable and use the bins to create finite set of categories. This would act as the discrete version of the continuous variable. Or calculate nth percentile and use them as categories.
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