entropy.m

计算两个离散时间序列变量间的信息熵和互信息

function h = entropy(vec1)
%=========================================================
%
%This is a prog in the MutualInfo 0.9 package written by 
% Hanchuan Peng.
%
%Disclaimer: The author of program is Hanchuan Peng
%      at <[e-mail]> and <[e-mail]>.
%
%The CopyRight is reserved by the author.
%
%Last modification: April/19/2002
%
%========================================================
%
% h = entropy(vec1)
% calculate the entropy of a variable vec1
%
% demo: 
%  a=[1 2 1 2 1]';b=[2 1 2 1 1]';
%  fprintf('entropy(a) = %d\n',entropy(a));
%
% the same as entropycond(vec1)
%
% By Hanchuan Peng, April/2002
%

if nargin<1,

  disp('Usage: h = entropy(vec1).');
  h = -1;

else,

  [p1] = estpa(vec1);
  h = estentropy(p1);

end;