Hello All, 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 their entropy. Thanks and I sincerely apologize if you feel this is not the right place to ask this question. MoonStone -- View this message in context: http://n4.nabble.com/Help-with-calculating-entropy-of-data-tp1593954p1593954.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.