SampEn

This function computes Sample Entropy of a time series

The Sample Entropy is the negative average natural logarithm of the conditional probability that two sequences that are similar for m points remain similar within a tolerance r at the next point, with self-matches not included in the probability calculation. It is a time measure of complexity.

Richman, J. S., & Moorman, J. R. (2000). Physiological time-series analysis using approximate entropy and sample entropy. Am J Physiol Heart Circ Physiol, 278, H2039-H2049. doi:10.1152/ajpheart.2000.278.6.H2039

Keller, K., Unakafov, A., & Unakafova, V. (2014). Ordinal Patterns, Entropy, and EEG. Entropy, 16(12), 6212-6239. doi:10.3390/e16126212

INPUTS

Parameters:

data = time series

r = tolerance => percent of std to accept as a match

dim = embedded dimension => length of comparison window

Standard values are r=0.2, dim=3

OUTPUTS

result = sample entropy value

Created by Brian Lord

University of Arizona