I was wondering if anybody knows of the existence of an R package which implements entropy-based methods (maximum empirical likelihood, maximum exponential empirical likelihood, minimum discrepancy estimators, etc.)?
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2 Answers
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Well there is a package which implements entropy-based methods and it is called .... entropy.
More information: http://cran.r-project.org/web/packages/entropy/
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I haven't done this personally, but a very good reference for R packages is the R Graphical Manual
A search on that site of "empirical likelihood" gave several results, including EEF.profile from the boot package. There are also some packages that claim entropy methods (FNN), although I don't know precisely what you are looking for. I would check that site. Be as specific as you can with the search bar.
