entropy(serie,
nbins=10,
base=2.7182818284590451,
approach=' unbiased ' )
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Compute entropy of a serie using the histogram method.
Args :
- serie : Serie on witch compute the entropy
- nbins : Number of bins of the histogram
- base : Base used for normalisation
- approach : String in the following set : {unbiased,mmse}
for un-biasing value.
Returns :
- estimate : Entropy value
- nbias : N-bias of the estimate
- sigma : Estimated standard error
Raises :
A warning in case of unknown 'approach' value.
No un-biasing is then performed
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