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################################################################################
# Copyright 2017-2018 Gabriele Valentini, Douglas G. Moore. All rights reserved.
# Use of this source code is governed by a MIT license that can be found in the
# LICENSE file.
################################################################################
################################################################################
#' Entropy Rate
#'
#' Compute the average or local entropy rate of a time series with history
#' length \code{k}.
#'
#' @param series Vector or matrix specifying one or more time series.
#' @param k Integer giving the history length.
#' @param local Boolean specifying whether to compute the local entropy rate.
#'
#' @return Numeric giving the average entropy rate or a vector giving the
#' local entropy rate.
#'
#' @example inst/examples/ex_entropyrate.R
#'
#' @export
#'
#' @useDynLib rinform r_entropy_rate_
#' @useDynLib rinform r_local_entropy_rate_
################################################################################
entropy_rate <- function(series, k, local = FALSE) {
n <- 0
m <- 0
er <- 0
err <- 0
.check_series(series)
.check_history(k)
.check_local(local)
# Extract number of series and length
if (is.vector(series)) {
n <- 1
m <- length(series)
} else if (is.matrix(series)) {
n <- dim(series)[2]
m <- dim(series)[1]
}
# Convert to integer vector suitable for C
xs <- as.integer(series)
# Compute the value of <b>
b = max(2, max(xs) + 1)
if (!local) {
x <- .C("r_entropy_rate_",
series = as.integer(xs),
n = as.integer(n),
m = as.integer(m),
b = as.integer(b),
k = as.integer(k),
rval = as.double(er),
err = as.integer(err))
if (.check_inform_error(x$err) == 0) {
er <- x$rval
}
} else {
er <- rep(0, (m - k) * n)
x <- .C("r_local_entropy_rate_",
series = as.integer(xs),
n = as.integer(n),
m = as.integer(m),
b = as.integer(b),
k = as.integer(k),
rval = as.double(er),
err = as.integer(err))
if (.check_inform_error(x$err) == 0) {
er <- x$rval
dim(er) <- c(m - k, n)
}
}
er
}
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