Forgot 0.5 factor in entropy for Gaussians

This commit is contained in:
joseph.lizier 2012-07-20 12:35:49 +00:00
parent 4bb762c119
commit 680724dfd3
1 changed files with 3 additions and 1 deletions

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@ -19,6 +19,8 @@ import infodynamics.utils.MatrixUtils;
* </ol>
* </p>
*
* @see Differential entropy for Gaussian random variables defined at
* {@link http://mathworld.wolfram.com/DifferentialEntropy.html}
* @author Joseph Lizier joseph.lizier_at_gmail.com
*
*/
@ -75,7 +77,7 @@ public class EntropyCalculatorLinearGaussian implements EntropyCalculator {
* @return the entropy of the previously provided observations
*/
public double computeAverageLocalOfObservations() {
return Math.log(2.0*Math.PI*Math.E*variance);
return 0.5 * Math.log(2.0*Math.PI*Math.E*variance);
}
public void setDebug(boolean debug) {