Description of the program:
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/epsilonM but only like M*(length of
series). So it can also be used for small epsilon and large M.
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:
||number of data points to be used
||number of lines to be ignored
||columns to be read
||1,...,# of components
||delay for the delay vectors
||# of components, maximal embedding dimension
||Order of the entropy
||maximal length scale
||whole data range
||minimal length scale
||number of epsilon values
|| output file name
(or if data were read from stdin: stdin.box)
0: only panic messages
1: add input/output messages
||show these options
Description of the Output:
The output file contains three columns for each dimension
and for each epsilon value:
The slope of the second line gives an estimate of DQ(m,epsilon).
- Qth order entropy (HQ(dimension,epsilon))
- Qth order differential entropy (
View the C-source.
See also d2, c2naive, and
Table of Contents * TISEAN home