entropy.m

时间序列工具箱

function [E,H,X]=entropy(Y,N)
%[E]=entropy(Y,N)
% Calculates the Entropy of Y (relative to N, default N=1)
% If Y is a discrete variable, N is the minimum step size 
% If Y is a continous variable, N is the noise level
%	(better: the standard deviation of the inaccuracy) 

%	Version 2.30
%	last revision 21.03.1998
%	Copyright (c) 1997, 1998 by Alois Schloegl
%	e-mail: [e-mail]	

% This library is free software; you can redistribute it and/or
% modify it under the terms of the GNU Library General Public
% License as published by the Free Software Foundation; either
% Version 2 of the License, or (at your option) any later version.
%
% This library is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
% Library General Public License for more details.
%
% You should have received a copy of the GNU Library General Public
% License along with this library; if not, write to the
% Free Software Foundation, Inc., 59 Temple Place - Suite 330,
% Boston, MA  02111-1307, USA.


if nargin==2
	[H,X,E]=histo(Y,N);
else
	[H,X,E]=histo(Y);
end;