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POST
/
quantlib
/
physics
/
entropy
/
markov-rate
curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/markov-rate \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "transition_matrix": [
    [
      0.8,
      0.15,
      0.05
    ],
    [
      0.2,
      0.7,
      0.1
    ],
    [
      0.1,
      0.2,
      0.7
    ]
  ],
  "base": 2.718281828459045
}
'
{
  "success": true,
  "data": {
    "entropy_rate": 0.6547
  }
}

Authorizations

​
X-API-Key
string
header
required

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

Body

application/json
​
transition_matrix
number[][]
required

Markov transition probability matrix (rows must sum to 1)

Example:
[
  [0.7, 0.2, 0.1],
  [0.3, 0.5, 0.2],
  [0.1, 0.3, 0.6]
]
​
stationary_dist
number[] | null

Stationary distribution (optional - will be computed if not provided)

Example:
[0.35, 0.35, 0.3]
​
base
number
default:2.718281828459045

Logarithm base for entropy calculation

Example:

2.718281828459045

Response

Markov entropy rate calculated successfully

​
success
boolean
Example:

true

​
data
object