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ENTROPY: Stata module to compute Shannon, Renyi, HCT entropy & Hill numbers

Author

Listed:
  • Muhammad Rashid Ansari

    (INSEAD Business School)

Programming Language

Stata

Abstract

entropy calculates Shannon(1948) entropy, alpha parameterized Renyi(1961), HCT {Havrda, Charvat (1967), Tsallis (1988)} entropy and Hill's (1973) diversity measure for given parameter value. Renyi and HCT are special case of Shannon entropy and tend to Shannon as alpha --> 1. Renyi and HCT reproduce Shannon results for alpha=1, while Hill’s measure equals to exponential (Shannon) for alpha(1).

Suggested Citation

  • Muhammad Rashid Ansari, 2019. "ENTROPY: Stata module to compute Shannon, Renyi, HCT entropy & Hill numbers," Statistical Software Components S458594, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458594
    Note: This module should be installed from within Stata by typing "ssc install entropy". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/e/entropy.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/e/entropy.sthlp
    File Function: help file
    Download Restriction: no
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