permutation_entropy_Renyi {statcomp}

A function to compute Renyi entropy

Description

Renyi permutation entropy

Usage

permutation_entropy_Renyi(opd, alpha)

Arguments

opd

A numeric vector that details an ordinal pattern distribution.

alpha

alpha parameter in Renyi entropy

Details

This function calculates the Renyi entropy as described in Jauregui et al., Physica A, 498 74-85, 2018.

Value

The Renyi entropy value.

Author(s)

Sebastian Sippel

References

Jauregui et al., Physica A, 498 74-85, 2018.

Examples

x = arima.sim(model=list(ar = 0.3), n = 10^4)
opd = ordinal_pattern_distribution(x = x, ndemb = 6)
permutation_entropy_Renyi(opd = opd, alpha = 0.5)