permutation_entropy_Renyi function

A function to compute Renyi entropy

Renyi permutation entropy

permutation_entropy_Renyi(opd, alpha)

Arguments

• opd: A numeric vector that details an ordinal pattern distribution.
• alpha: alpha parameter in Renyi entropy

Returns

The Renyi entropy value.

Details

This function calculates the Renyi entropy as described in 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)

References

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

Author(s)

Sebastian Sippel