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

[Vishal Belsare]

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