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version (2.29 KB) by Jordan Sorokin
Calculates shannon entropy from discrete wavelet coefficients


Updated 30 Mar 2016

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This function, based on Rosso et al. 2001, uses dwt coefficients C and bookeeping vector L (see 'wavedec' for details) to calculate relative wavelet energy and subsequently total wavelet entropy defined as:
Etot = -sum(energy .* log(energy))
for each column in C (where each column j represents coefficients from wavelet decomposition of time series j).
In addition, the function accepts a third argument "Cref" - a cell array with each cell representing another channel of data (or time-shifted version of the original data), which will be used to calculate relative entropy as:
Erel(j,:) = -sum(Energy .* log(Energy ./ ref_energy{ j }))
N the structure of each cell must match the structure of C.

Cite As

Jordan Sorokin (2021). WaveEntropy(C,L,varargin) (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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