[R] Help with calculating entropy of data
pavan.namd at gmail.com
Mon Mar 15 21:13:57 CET 2010
My question is not directly related to R but rather on which statistical
method I should look in to for capturing the entropy of a data-set as a
number. In this figure http://www.twitpic.com/18sob5 are two data sets blue
and green (x-axis is time) that fluctuate between (-1,+1). Clearly, green
has 4 jumps while blue has 1 (and a some?). Intuitively, green has more
entropy than blue. Is there a robust statistical quantity that can capture
their relative flexibilities? Additionally I am hoping this method will
differentiate between two cases where both spend 50% of time in each of the
states -1 and +1 but one has more jumps than the other. I am guessing the
limits of that quantity are 0 (no change) and N-1 (for N time steps).
Sigma( mod(value(t)-value(t-1))/2 )? I am just thinking out loud here.
I have about 200 such plots and I would like to arrange them in order of
Thanks and I sincerely apologize if you feel this is not the right place to
ask this question.
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