%The script calculate the entropy point estimation for 1D data by %Kozachenko-Leonenko method. % %input - empiric data %E - entropy point estimation function E = EntropyEstimationKL(input) q = 1; %dimension n = length(input); %distance to the nearest neighbour input = sort(input); r = zeros(1,n); r(1) = input(2)-input(1); for k = 2:n-1 r(k) = min([input(k+1) - input(k),input(k) - input(k-1)]); end r(n) = input(n)-input(n-1); %estimation const = (n-1)*(pi^(q/2))/gamma(1+q/2); E = (q/n)*sum(log(r))+log(const)+0.5772156649;