mnstn wrote: > > 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 >
Google "information theory" and "entropy," and you'll find lots of stuff. If memory serves me, Henri Theil's book, "Economics and Information Theory," has a good discussion of this kind of stuff. Marsh Feldman -- View this message in context: http://n4.nabble.com/Help-with-calculating-entropy-of-data-tp1593954p1595156.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.