curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/conditional \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "joint_prob": [
    [
      0.35,
      0.05,
      0.05
    ],
    [
      0.05,
      0.3,
      0.05
    ],
    [
      0.05,
      0.05,
      0.05
    ]
  ],
  "base": 2.718281828459045
}
'

{
  "success": true,
  "data": {
    "conditional_entropy": 0.7854
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

quantlib-physics

Calculate Conditional Entropy

Calculates the conditional entropy H(Y|X) from a joint probability distribution, measuring the remaining uncertainty in Y given knowledge of X. Conditional entropy quantifies how much information Y provides beyond what’s known from X, crucial for understanding predictive relationships.

Use Cases:

Measure predictive power of indicators
Quantify information gain from additional features
Assess value of conditioning on market states
Evaluate forecasting model informativeness
Analyze dependencies in multi-factor models

Formula: H(Y|X) = H(X,Y) - H(X) = -ΣΣ p(x,y) log(p(y|x))

Credits: 5 credits per request (Pro Tier) [Tier: ENTERPRISE, Credits: 10]

POST

quantlib

physics

entropy

conditional

curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/conditional \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "joint_prob": [
    [
      0.35,
      0.05,
      0.05
    ],
    [
      0.05,
      0.3,
      0.05
    ],
    [
      0.05,
      0.05,
      0.05
    ]
  ],
  "base": 2.718281828459045
}
'

{
  "success": true,
  "data": {
    "conditional_entropy": 0.7854
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

Authorizations

X-API-Key

string

header

required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json

joint_prob

number[][]

required

Joint probability matrix P(X,Y) (must sum to 1)

Example:

[
  [0.3, 0.1, 0.05],
  [0.1, 0.25, 0.1],
  [0.05, 0.03, 0.02]
]

base

number

default:2.718281828459045

Logarithm base for entropy calculation

Example:

2.718281828459045

Response

Conditional entropy calculated successfully

success

boolean

Example:

true

data

object

Show child attributes

Free Tier (0 credits)

Basic Tier (1 credit)

Standard Tier (2 credits)

Pro Tier (5 credits)

Enterprise Tier (10 credits)

Calculate Conditional Entropy

Authorizations

Body

Response