Kolmogorov Sinai entropy from a RP

[Datseris]

Chapter two of the book N. Marwan & C.L. Webber, "Recurrence Quantification Analysis. Theory and Best Practices" discusses how the Kolmogorov entropy can be connected to and computed from Recurrence matrices. See 2.2 and 2.3.3 .

A method for estimating KS entropy has long been requested from ChaosTools, see JuliaDynamics/ChaosTools.jl#6 .

Would be cool to implement the algorithm in this package!

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[pucicu]

indeed, it would be great to have it implemented! but this is not trivial. the user has to check for the scaling region in the distribution of line length.

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Am 15.01.2019 um 16:22 schrieb George Datseris ***@***.***>: Chapter two of the book N. Marwan & C.L. Webber, "Mathematical and computational foundations of recurrence quantifications" discusses how the Kolmogorov entropy can be connected to and computed from Recurrence matrices. See 2.2 and 2.3.3 . A method for estimating KS entropy has long been requested from ChaosTools, see JuliaDynamics/ChaosTools.jl#6 <JuliaDynamics/ChaosTools.jl#6> . Would be cool to implement the algorithm in this package! — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub <#37>, or mute the thread <https://github.com/notifications/unsubscribe-auth/AA7WkI2IRQWnhd61AoC7aEGT5f7N25GDks5vDfImgaJpZM4aBLfW>.

[Datseris]

Nothing we can't handle! ChaosTools has full support for automatically deducing scaling regions. In this video: https://www.youtube.com/watch?v=13hqE_1a158&t=1766s at 1:07:33 time I am showcasing this because I overview how we compute the Renyi (generalized) dimension of datasets automatically.

(Of course the option for the user to find the scaling region also exists)