Sample Entropy

Sample Entropy

inf_SampEn(
  y,
  m = 2,
  r = 0.2,
  D = NA,
  fs = NULL,
  standardise = c("none", "mean.sd", "median.mad")[1],
  transformBefore = TRUE,
  removeTrend = c("no", "poly", "adaptive", "bridge")[1],
  polyOrder = 1,
  relativeEntropy = FALSE,
  returnInfo = FALSE,
  silent = FALSE
)

Arguments

y

A numeric vector or time series object.

m

The size of the window in which tho evaluate whether a pattern repeats (default = 2)

r

A factor that will determine the threshold for similarity of values, calculated as r x D (default = 0.2)

D

Commonly the standard deviation of the time series, the similarity threshold will be calculated as r x D. Note that if the series is detrended and/or standardised and D = NA the standard deviation will be calculated after the transformations (default = NA)

fs

Sample rate

standardise

Standardise the series using ts_standardise() with adjustN = FALSE (default = "mean.sd")

transformBefore

Detrend/standardise before coarse graining. If set to FALSE, each coarsegrained series will be detrended/standardised separately (default = TRUE)

removeTrend

Method to use for global detrending (default = "poly")

polyOrder

Order of global polynomial trend to remove if removeTrend = "poly". If removeTrend = "adaptive" polynomials 1 to polyOrder will be evaluated and the best fitting curve (R squared) will be removed (default = 1)

relativeEntropy

The relative entropy, SampEn / (-1 * log(1/length(y))) will be returned (default = FALSE)

returnInfo

Return all the data used in SDA (default = FALSE)

silent

Silent-ish mode (default = FALSE)

Value

The sample entropy (SampEn) of the time series y.

See also

info_MSE

Other Information based complexity measures: inf_MSE()

Examples

y <- rnorm(100)

# Similarity threshold is r x D = 0.2 * sd(y)
inf_SampEn(y)
#> 
#> 
#> fd_SampEn:	Sample rate was set to 1.
#> 
#> [1] 2.433613
#> attr(,"Relative Entropy")
#> [1] 0.5284524

# Similarity threshold is r = 0.2
inf_SampEn(y, D = 1)
#> 
#> 
#> fd_SampEn:	Sample rate was set to 1.
#> 
#> [1] 2.463853
#> attr(,"Relative Entropy")
#> [1] 0.5350189