Entropy

Calculates the sample entropy, in bits, of discrete variables.

Entropy: Returns entropy (in bits) of each column of 'X'

by Will Dwinnell

H = Entropy(X)

H = row vector of calculated entropies (in bits)
X = data to be analyzed

Note 1: Each distinct value in X is considered a unique value.

Note 2: Estimated entropy values are slightly less than true,
due to finite sample size.

Example:

X = ceil(repmat([2 4 8 16],[1e3,1]) .* rand(1e3,4));
Entropy(X)