Randentropy：一个度量随机系统中不等式的软件
Randentropy: a software to measure inequality in random systems
摘要：
软件Randentropy被设计用于估计随机系统中的不等式，其中多个个体在多个社区中相互作用并产生属性的相关随机量。通过计算随机泰尔熵来评估整体不等式。首先，该软件通过识别变点和相对转移概率矩阵来估计分段齐次马尔可夫链。其次，它估计的多元分布函数的属性使用Copula函数的方法，最后，通过蒙特卡罗算法，评估的随机泰尔熵的期望值。可能的应用进行了讨论，有关金融和人力流动领域
英文摘要：
The software Randentropy is designed to estimate inequality in a random system where several individuals interact moving among many communities and producing dependent random quantities of an attribute. The overall inequality is assessed by computing the Random Theil's Entropy. Firstly, the software estimates a piecewise homogeneous Markov chain by identifying the changing-points and the relative transition probability matrices. Secondly, it estimates the multivariate distribution function of the attribute using a copula function approach and finally, through a Monte Carlo algorithm, evaluates the expected value of the Random Theil's Entropy. Possible applications are discussed as related to the fields of finance and human mobility
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
