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
  }
}

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
  }
}

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

Calculate Joint Entropy

Calculate Mutual Information