  The software Randentropy is designed to estimate inequality in a random
system where several individuals interact moving among many communities and
producing dependent random quantities of an attribute. The overall inequality
is assessed by computing the Random Theil's Entropy. Firstly, the software
estimates a piecewise homogeneous Markov chain by identifying the
changing-points and the relative transition probability matrices. Secondly, it
estimates the multivariate distribution function of the attribute using a
copula function approach and finally, through a Monte Carlo algorithm,
evaluates the expected value of the Random Theil's Entropy. Possible
applications are discussed as related to the fields of finance and human
mobility
