calculate_entropy: Generates the approximate entropy of a ts object.

In mowomoyela/tstaxonomyr: A time series taxonomy to classify univariate or multivariate time series

Description

This function generates the approximate entropy of a time series object. As input is only required an object from the class time series. Otherwise the function returns an error message. Also, for na_option is only required the string 'mean' or'kalman' allowed. This means, that all na values are either replaced by the mean, or kalman imputation of the ts. The standard value of na_option is 'mean'.

Usage

calculate_entropy(ts, na_option = "mean", edim = 2, r = 0.2 * sd(ts))

Arguments

ts	A time series object.
na_option	A string value containing either 'mean' or'kalman'; Standard values is 'mean'.
edim	The embedding dimension, as for chaotic time series; a preferred value is 2.
r	Filter factor; work on heart rate variability has suggested setting r to be 0.2 times the standard deviation of the data.

Value

The approximate entropy of ts. If the above input params are wrong, an error message is returned.

Examples

calculate_entropy(ts = datasets::BJsales)

mowomoyela/tstaxonomyr documentation built on May 15, 2019, 4:47 p.m.