entropy_cont: Continuous entropy

In NlinTS: Models for Non Linear Causality Detection in Time Series

Description

Continuous entropy

Usage

entropy_cont(V, k = 3, log = "loge")

Arguments

V	Interger vector.
k	Integer argument, the number of neighbors.
log	String argument in the set ("log2", "loge","log10"), which indicates the log function to use. The loge is used by default.

Details

Computes the continuous entropy of a numerical vector using the Kozachenko approximation.

References

\insertRef

kraskov2004estimatingNlinTS

Examples

library (timeSeries)
library (NlinTS)
#load data
data = LPP2005REC
print (entropy_cont (data[,1], 3))

NlinTS documentation built on Feb. 2, 2021, 9:07 a.m.