JuliaDynamics / ComplexityMeasures.jl

Estimators for probabilities, entropies, and other complexity measures derived from data in the context of nonlinear dynamics and complex systems
MIT License
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Indirect Ebrahimi estimator for univariate timeseries #145

Closed kahaaga closed 1 year ago

kahaaga commented 1 year ago

The indirect Shannon entropy estimator from Ebrahimi (1994). Builds on #144, so #144 should be merged first.

References

Ebrahimi, N., Pflughoeft, K., & Soofi, E. S. (1994). Two measures of sample entropy. Statistics & Probability Letters, 20(3), 225-234.

codecov[bot] commented 1 year ago

Codecov Report

Merging #145 (782913f) into main (0d043da) will increase coverage by 0.39%. The diff coverage is 100.00%.

@@            Coverage Diff             @@
##             main     #145      +/-   ##
==========================================
+ Coverage   83.33%   83.72%   +0.39%     
==========================================
  Files          38       39       +1     
  Lines         906      928      +22     
==========================================
+ Hits          755      777      +22     
  Misses        151      151              
Impacted Files Coverage Δ
...ect_entropies/order_statistics/order_statistics.jl 100.00% <ø> (ø)
...pies/direct_entropies/order_statistics/Ebrahimi.jl 100.00% <100.00%> (ø)

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