After determining the confidence that the multivariable variability of a data set is captured, entropic analysis forms the main tool for surveying data. The other tools are useful, but used largely for exploring only where entropic or information analysis points to potential problems. Since entropic analysis is so important to the survey, this section shows the way in which the entropy measures were derived for the example in this chapter. Working through this section is not necessary to understand the topics covered here.
Calculating Basic Entropy
The example used two variables: the input variable and the output variable. The full range of calculations for forward and reverse entropy, signal entropy and mutual information, even for this simplified example, are quite extensive. For instance, determining the entropy of each of these two variables requires a fair number of calculations.
All probability-based statistics is based on counting the frequency of occurrence of values and joint combinations of values. Where truly continuously valued variables are used, this requires limiting the number of discrete values in the continuous range in some way, perhaps by binning the values. Bins are used in this example. Figure 11.14 has a reprise of Figure 11.1 in the upper image for comparison with the lower image. The upper image shows the original data set together with the manifold of a fitted function. The lower image shows the binned values for this data set. For comparison, a modeled manifold has been fitted to the binned...
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