permutation_entropy_qlog {statcomp} | R Documentation |
q-log permutation entropy
permutation_entropy_qlog(opd, q)
opd |
A numeric vector that details an ordinal pattern distribution. |
q |
q-log parameter |
This function calculates the q-log permutation entropy as described in Ribeiro et al. 2017.
The q-log permutation entropy value.
Sebastian Sippel
Ribeiro et al. 2017, https://arxiv.org/abs/1705.04779.
x = arima.sim(model=list(ar = 0.3), n = 10^4) opd = ordinal_pattern_distribution(x = x, ndemb = 6) permutation_entropy_qlog(opd = opd, q = 1)