Description Usage Arguments Value Author(s) References Examples
Calculates the normalized Shannon entropy of a probability distribution
1 | ShannonEntropy(prob)
|
prob |
A numeric vector containing a probability distribution of ordinal patterns |
The entropy of Shannon Normalized
Eduarda Chagas
Bandt, Christoph, and Bernd Pompe. "Permutation entropy: a natural complexity measure for time series." Physical review letters 88.17 (2002): 174102.
1 2 3 4 5 6 | set.seed(123, kind = "Mersenne-Twister")
x <- runif(110000)
d <- 3
del <- 1
p <- BP(series = x, dimension = d, delay = del)
ShannonEntropy(prob = p)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.