Updated
Function - Shannon Entropy
functions for shannon's entropy
reference:
- en.wiktionary.org/wiki/Shannon_entropy
- machinelearningmastery.com/what-is-information-entropy/
reference:
- en.wiktionary.org/wiki/Shannon_entropy
- machinelearningmastery.com/what-is-information-entropy/
Release Notes
improved examples via console description, corrected price example
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Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.