entropy_cont {NlinTS}

Continuous entropy

Description

Continuous entropy

Usage

entropy_cont(V, k = 3, log = "loge")

Arguments

V

Interger vector.

k

Integer argument, the number of neighbors.

log

String argument in the set ("log2", "loge","log10"), which indicates the log function to use. The loge is used by default.

Details

Computes the continuous entropy of a numerical vector using the Kozachenko approximation.

References

Kraskov A, Stogbauer H, Grassberger P (2004). “Estimating mutual information.” Phys. Rev. E, 69, 066138. doi: 10.1103/PhysRevE.69.066138.

Examples

library (timeSeries)
library (NlinTS)
#load data
data = LPP2005REC
print (entropy_cont (data[,1], 3))