R help - Mar 2009 - ApEn (Approximate Entropy), Total Corr, Information Interaction

Is there any existing implementation in R/S of :

1] Pincus & Kalman's approximate entropy (ApEn) measure
2] Total Correlation / Multiinformation
3] Information Interaction

A search doesn't quite reveal anything, but I'd be keen to not
reinvent in case someone has worked on it. Many thanks in
anticipation.


Best,

Vishal Belsare

Hi Vishal,

re 1]: Ben Bolker very kindly shared an R reimplementation of Kaplan's 
Matlab code a little while ago:
http://www.nabble.com/Approximate-Entropy--to21144062.html#a21149402

Best wishes
Stephan


Vishal Belsare schrieb:
> Is there any existing implementation in R/S of :
> 
> 1] Pincus & Kalman's approximate entropy (ApEn) measure
> 2] Total Correlation / Multiinformation
> 3] Information Interaction
> 
> A search doesn't quite reveal anything, but I'd be keen to not
> reinvent in case someone has worked on it. Many thanks in
> anticipation.
> 
> 
> Best,
> 
> Vishal Belsare
> 
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