search for: 18sob5

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2010 Mar 15
1
Help with calculating entropy of data
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...