permutation_entropy_qlog: A function to compute q-log permutation 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_q-log.R
Description
q-log permutation entropy
Usage
1
permutation_entropy_qlog(opd, q)
Arguments
opd
A numeric vector that details an ordinal pattern distribution.
q
q-log parameter
Details
This function calculates the q-log permutation entropy as described in Ribeiro et al. 2017.
Value
The q-log permutation entropy value.
Author(s)
Sebastian Sippel
References
Ribeiro et al. 2017, https://arxiv.org/abs/1705.04779.
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_qlog(opd = opd, q = 1)
Example output
[1] 0.9835354
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_q-log.R
Description
q-log permutation entropy
Usage
1 | permutation_entropy_qlog(opd, q)
|
Arguments
opd |
A numeric vector that details an ordinal pattern distribution. |
q |
q-log parameter |
Details
This function calculates the q-log permutation entropy as described in Ribeiro et al. 2017.
Value
The q-log permutation entropy value.
Author(s)
Sebastian Sippel
References
Ribeiro et al. 2017, https://arxiv.org/abs/1705.04779.
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_qlog(opd = opd, q = 1)
|
Example output
[1] 0.9835354
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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