Entropy code

[luca-scr]

I think the code for computing the entropy of a Gaussian has a small bug:

estimate_normal_entropy <- function(M, sigma) {
  y <- rnorm(M, 0, sigma)
  log_p_y <- dnorm(y, 0, sigma, log = TRUE)
  -sum(log_p_y)
}

The last line should be -mean(log_p_y) or -sum(log_p_y)/M.

Also, the simulated values could be contrasted with the closed formula solution:

 gauss_entropy <- function(sigma) 0.5*log(2*pi*exp(1)*sigma^2)

Best,

LS

[bob-carpenter]

Thanks! I'll fix it.