can you explain multivariate data or give an example?

an instance of a data point is a vector of dimension d, where each element is a real-valued number.

Can you calculate H(X) and H(X,Y)? In that case you can use the equality H(X,Y)=H(X)+H(Y|X)

You might want to look at the Non-Parametric Entropy Estimation Toolkit (NPEET): http://www.isi.edu/~gregv/npeet.html

It does not have a function that estimates conditional entropy directly, but it allows to estimate entropy and mutual information (+ conditional mutual information), and you can combine them to get the conditional entropy.

Hi marcelo:

I have been working with entropy for a while... check my last paper about this topic..

Article Feature Selection for Microarray Gene Expression Data using ...

Hi Felix,

thanks! I downloaded the paper and will check it.

Best,

Marcelo