permutation_entropy_qlog function

A function to compute q-log permutation entropy

q-log permutation entropy

permutation_entropy_qlog(opd, q)

Arguments

• opd: A numeric vector that details an ordinal pattern distribution.
• q: q-log parameter

Returns

The q-log permutation entropy value.

Details

This function calculates the q-log permutation entropy as described in Ribeiro et al. 2017.

Examples

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)

References

Ribeiro et al. 2017, https://arxiv.org/abs/1705.04779.

Author(s)

Sebastian Sippel