Computation of the permutation entropy of a time series based on its ordinal pattern distribution (see Bandt and Pompe 2002). Permutation entropy is a global information measure, hence insensitive to the permutation ordering scheme.
A numeric vector that details an ordinal pattern distribution.
This function calculates the permutation entropy as described in Bandt and Pompe 2002.
The normalized permutation entropy as a numeric value in the range [0,1].
Bandt, C. and Pompe, B., 2002. Permutation entropy: a natural complexity measure for time series. Physical review letters, 88(17), p.174102.
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