Hi,
You have some problems with your setup. You set N based on the number of
rows in ts, but then in the call to approx_entropy you write ts[,i].
Note that ts[,i] is the i'th column of ts, whereas your definition of i
implies it is based on row numbers.
Maybe this is leading you to see problems elsewhere. From the rollapply
documentation I don't see any reason why it would not work with the
approx_entropy function.
Best,
Eric
On Fri, Nov 2, 2018 at 11:16 AM Subhamitra Patra <subhamitra.pa...@gmail.com>
wrote:
> Dear all R users,
>
> I want to apply the entropy methods in rolling window analysis. I tried
> with the rollapply function, but it is not working. For your convenience, I
> am providing my code so that you can easily suggest me the application of
> rolling window in the particular methodology. Here is my code
>
> N<-nrow(ts)
> r<-matrix(0, nrow = N, ncol = 1)
> for (i in 1:N){
> r[i]<-approx_entropy(ts[,i], edim = 2, r = 0.2*sd(ts[,i]), elag = 1)
> }
>
> Kindly suggest me how to apply rolling window size of 500 in the particular
> time series model?
>
> I expect positive help from you.
>
> Thanks in advance.
>
> --
> *Best Regards,*
> *Subhamitra Patra*
> *Phd. Research Scholar*
> *Department of Humanities and Social Sciences*
> *Indian Institute of Technology, Kharagpur*
> *INDIA*
>
>
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> 11/02/18,
> 2:44:12 PM
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