This program estimates the Renyi entopy of Qth order using a partition of the phase space instead of using the Grassberger-Procaccia scheme. The program also can handle multivariate data, so that the phase space is build of the components of the time series plus a temporal embedding, if desired. I should mention that the memory requirement does not increase exponentially like 1/epsilon

No finite sample corrections are implemented so far.

Everything not being a valid option will be interpreted as a potential datafile name. Given no datafile at all, means read stdin. Also - means stdin

Possible options are:

Option | Description | Default |
---|---|---|

-l# | number of data points to be used | whole file |

-x# | number of lines to be ignored | 0 |

-c# | columns to be read | 1,...,# of components |

-d# | delay for the delay vectors | 1 |

-M# | # of components, maximal embedding dimension | 1,10 |

-Q# | Order of the entropy | 2.0 |

-R# | maximal length scale | whole data range |

-r# | minimal length scale | (data range)/1000 |

-## | number of epsilon values | 20 |

-o[#] | output file name | 'datafile'.box (or if data were read from stdin: stdin.box) |

-V# | verbosity level 0: only panic messages 1: add input/output messages | 1 |

-h | show these options | none |

- epsilon
- Qth order entropy (H
_{Q}(dimension,epsilon)) - Qth order differential entropy (
H
_{Q}(dimension,epsilon)-H_{Q}(dimension-1,epsilon))

View the C-source.

See also d2, c2naive, and c1

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