Implements various estimators of entropy for discrete random variables, including the shrinkage estimator by Hausser and Strimmer (2009), the maximum likelihood and the Millow-Madow estimator, various Bayesian estimators, and the Chao-Shen estimator. It also offers an R interface to the NSB estimator. Furthermore, the package provides functions for estimating the Kullback-Leibler divergence, the chi-squared divergence, mutual information, and the chi-squared divergence of independence. It also computes the G statistic and the chi-squared statistic and corresponding p-values. Furthermore, there are functions for discretizing continuous random variables.