maxent

The maximum entropy method, or MAXENT, is variational approach for computing probability distributions given a list of moment, or expected value, constraints. Here are some links for background info. A good overview of applications: http://cmm.cit.nih.gov/maxent/letsgo.html On the idea of maximum entropy in general: http://en.wikipedia.org/wiki/Principle_of_maximum_entropy Use this package to compute discrete maximum entropy distributions over a list of values and list of constraints. Here is a the example from Probability the Logic of Science The classic dice example One can use different constraints besides the average value there.