curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/joint \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "joint_prob": [
    [
      0.3,
      0.1,
      0.05
    ],
    [
      0.1,
      0.25,
      0.1
    ],
    [
      0.05,
      0.03,
      0.02
    ]
  ],
  "base": 2.718281828459045
}
'

{
  "success": true,
  "data": {
    "joint_entropy": 1.8965
  }
}

{
  "detail": "Invalid API key"
}

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

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

quantlib-physics

Calculate Joint Entropy

Calculates the joint entropy of two random variables from their joint probability distribution, measuring the total uncertainty in the combined system. Joint entropy is fundamental for understanding multivariate dependencies in financial systems.

Use Cases:

Measure total uncertainty in multi-asset portfolios
Analyze joint behavior of market indicators
Quantify information in paired trading strategies
Assess complexity of multi-factor models
Study correlations in risk factors

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

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

POST

quantlib

physics

entropy

joint

curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/joint \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "joint_prob": [
    [
      0.3,
      0.1,
      0.05
    ],
    [
      0.1,
      0.25,
      0.1
    ],
    [
      0.05,
      0.03,
      0.02
    ]
  ],
  "base": 2.718281828459045
}
'

{
  "success": true,
  "data": {
    "joint_entropy": 1.8965
  }
}

{
  "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 (must sum to 1 across all elements)

Example:

[
  [0.2, 0.1, 0.05],
  [0.15, 0.25, 0.1],
  [0.05, 0.05, 0.05]
]

base

number

default:2.718281828459045

Logarithm base for entropy calculation

Example:

2.718281828459045

Response

Joint 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 Joint Entropy

Authorizations

Body

Response