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Hi @Jackal08, I have started to work on it.
Is this the required file: mlfinlab/mlfinlab/microstructural_features/entropy.py ?
Looking forward to confirm the exact location of the file.
According to @rspadim, functions in
entropy.py
could use numpy array instead of strings, as it's better to numba.Guide on how to implement this is available in the comments in PR #311 .
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