permutation_entropy_Renyi: A function to compute Renyi entropy
In statcomp: Statistical Complexity and Information Measures for Time Series Analysis
Description
Usage
Arguments
Details
Value
Author(s)
References
Examples
View source: R/complexity_measures_Renyi.R
Description
Renyi permutation entropy
Usage
1
permutation_entropy_Renyi(opd, alpha)
Arguments
opd
A numeric vector that details an ordinal pattern distribution.
alpha
alpha parameter in Renyi entropy
Details
This function calculates the Renyi entropy as described in Jauregui et al., Physica A, 498 74-85, 2018.
Value
The Renyi entropy value.
Author(s)
Sebastian Sippel
References
Jauregui et al., Physica A, 498 74-85, 2018.
Examples
1
2
3
x = arima.sim(model=list(ar = 0.3), n = 10^4)
opd = ordinal_pattern_distribution(x = x, ndemb = 6)
permutation_entropy_Renyi(opd = opd, alpha = 0.5)
Example output
[1] 0.9917503
statcomp documentation built on Oct. 30, 2019, 11:15 a.m.
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Description Usage Arguments Details Value Author(s) References Examples
View source: R/complexity_measures_Renyi.R
Description
Renyi permutation entropy
Usage
1 | permutation_entropy_Renyi(opd, alpha)
|
Arguments
opd |
A numeric vector that details an ordinal pattern distribution. |
alpha |
alpha parameter in Renyi entropy |
Details
This function calculates the Renyi entropy as described in Jauregui et al., Physica A, 498 74-85, 2018.
Value
The Renyi entropy value.
Author(s)
Sebastian Sippel
References
Jauregui et al., Physica A, 498 74-85, 2018.
Examples
1 2 3 | x = arima.sim(model=list(ar = 0.3), n = 10^4)
opd = ordinal_pattern_distribution(x = x, ndemb = 6)
permutation_entropy_Renyi(opd = opd, alpha = 0.5)
|
Example output
[1] 0.9917503
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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