ndd (conda): ndd is a Python package for Bayesian entropy estimation from discrete data. ndd provides the ndd.entropy function, based on an efficient implementation of the Nemenman-Schafee-Bialek (NSB) algorithm. Remarkably, the NSB algorithm allows entropy estimation when the number of samples is much smaller than the number of classes with non-zero probability.
Keywords: bayes|categorical-data|entropy|jensen-shannon-divergence|python