Is there a standard way to do this?
Googling -- \"approximate entropy\" bits -- uncovers multiple academic papers but I\'d like to just find a chunk of pseudocode de
Here's an implementation in Python (I also added it to the Wiki page):
import numpy as np
def ApEn(U, m, r):
def _maxdist(x_i, x_j):
return max([abs(ua - va) for ua, va in zip(x_i, x_j)])
def _phi(m):
x = [[U[j] for j in range(i, i + m - 1 + 1)] for i in range(N - m + 1)]
C = [len([1 for x_j in x if _maxdist(x_i, x_j) <= r]) / (N - m + 1.0) for x_i in x]
return -(N - m + 1.0)**(-1) * sum(np.log(C))
N = len(U)
return _phi(m) - _phi(m + 1)
Example:
>>> U = np.array([85, 80, 89] * 17)
>>> ApEn(U, 2, 3)
-1.0996541105257052e-05
The above example is consistent with the example given on Wikipedia.