Dear List Members:
Approximate Entropy (ApEn)
is a regularity statistic that quantifies the unpredictability of fluctuations
in a time series. ApEn reflects the likelihood that similar patterns of
observations will not be followed by additional similar observations. A time
series containing many repetitive patterns has a relatively small ApEn; a less
predictable (i.e., more complex) process has a higher ApEn. tseries =
randn(500,1):should have a large approximate entropy. tseries =
sine(1:.2:100):should have a small approximate entropy since it is
deterministic.
I am trying to to translate the Approximate
Entropy statistic (ApEn) from math to S or R code and am having difficulty
doing so since I do not fully understand some of the terminolgy and symbolic
description
of the function as described here: http://www.physionet.org/physiotools/ApEn/
Does anyone know of an implementation of the
ApEn function in either R or S which I can use without having to reinvent the
wheel? Even pseudocode would be of use, as I can translate that to S. My
problem is a lack of understanding of the mathematical symbology used to
describe/define the function.
Thanks in advance for any help.
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