permutation_entropy_Renyi {statcomp} | R Documentation |
Renyi permutation entropy
permutation_entropy_Renyi(opd, alpha)
opd |
A numeric vector that details an ordinal pattern distribution. |
alpha |
alpha parameter in Renyi entropy |
This function calculates the Renyi entropy as described in Jauregui et al., Physica A, 498 74-85, 2018.
The Renyi entropy value.
Sebastian Sippel
Jauregui et al., Physica A, 498 74-85, 2018.
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)