[R] ApEn (Approximate Entropy), Total Corr, Information Interaction

From: Vishal Belsare <shoot.spam_at_gmail.com>
Date: Fri, 27 Mar 2009 02:55:03 +0530


Is there any existing implementation in R/S of :

  1. Pincus & Kalman's approximate entropy (ApEn) measure
  2. Total Correlation / Multiinformation
  3. Information Interaction

A search doesn't quite reveal anything, but I'd be keen to not reinvent in case someone has worked on it. Many thanks in anticipation.

Best,

Vishal Belsare



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