Permutation-Entropy

Python and R Codes for Computing Permutation Entropy and Jensen-Shannon Complexity

Permutation Entropy is computed using the method prescribed by Bandt and Pompe
Bandt, C., & Pompe, B. (2002). Permutation entropy: a natural complexity measure for time series. Physical review letters, 88(17), 174102.

Weighted Permutation Entropy is computed using the method prescribed by Fadlallah et al.
Fadlallah, B., Chen, B., Keil, A., & Príncipe, J. (2013). Weighted-permutation entropy: A complexity measure for time series incorporating amplitude information. Physical Review E, 87(2), 022911.