PE: Calculate the permuation entropy of a times series

In ha0ye/MATSS-forecasting: Analysis and Synthesis of Forecasting Ecological Time Series

Description

WPE is a wrapper that sets weighted to TRUE

Usage

PE(x, m, d = 1, ties.method = "first", weighted = TRUE)

WPE(x, m, d, ties.method = "first")

Arguments

x	the time series, observed at regular intervals.
m	the number of dimensions to embed x into.
d	the time delay
ties.method	a character string specifying how ties are treated, see ‘Details’; can be abbreviated.
weighted	whether to weight by the variance in each word

Details

Words containing NAs are ignored.

Value

The entropy of the distribution.

Examples

x <- rnorm(1000)
PE(x, 3)

ha0ye/MATSS-forecasting documentation built on Nov. 28, 2020, 10:16 a.m.