The Diversity estimator currently only accepts time series inputs. It would be nice if it also accepts multivariate input data. Then Diversity estimator also could be used as a plug-in estimator for other discrete entropy-based measures that take multivariate inputs.
Sketch an implementation strategy
The implementation is trivial. When dispatching on Datasets, we just skip the first embedding step. This is at most a couple of lines of code, plus some tests.
Describe the feature you'd like to have
The
Diversityestimator currently only accepts time series inputs. It would be nice if it also accepts multivariate input data. ThenDiversityestimator also could be used as a plug-in estimator for other discrete entropy-based measures that take multivariate inputs.Sketch an implementation strategy
The implementation is trivial. When dispatching on
Datasets, we just skip the first embedding step. This is at most a couple of lines of code, plus some tests.