[R] Application of rolling window in entropy analysis

[Eric Berger]

Hi,
You have some problems with your setup. You set N based on the number of
rows in ts, but then in the call to approx_entropy you write ts[,i].
Note that ts[,i] is the i'th column of ts, whereas your definition of i
implies it is based on row numbers.

Maybe this is leading you to see problems elsewhere. From the rollapply
documentation I don't see any reason why it would not work with the
approx_entropy function.

Best,
Eric


On Fri, Nov 2, 2018 at 11:16 AM Subhamitra Patra <subhamitra.patra using gmail.com>
wrote:

> Dear all R users,
>
> I want to apply the entropy methods in rolling window analysis. I tried
> with the rollapply function, but it is not working. For your convenience, I
> am providing my code so that you can easily suggest me the application of
> rolling window in the particular methodology. Here is my code
>
> N<-nrow(ts)
> r<-matrix(0, nrow = N, ncol = 1)
> for (i in 1:N){
>      r[i]<-approx_entropy(ts[,i], edim = 2, r = 0.2*sd(ts[,i]), elag = 1)
> }
>
> Kindly suggest me how to apply rolling window size of 500 in the particular
> time series model?
>
> I expect positive help from you.
>
> Thanks in advance.
>
> --
> *Best Regards,*
> *Subhamitra Patra*
> *Phd. Research Scholar*
> *Department of Humanities and Social Sciences*
> *Indian Institute of Technology, Kharagpur*
> *INDIA*
>
>
> [image: Mailtrack]
> <
> https://mailtrack.io?utm_source=gmail&utm_medium=signature&utm_campaign=signaturevirality5&
> >
> Sender
> notified by
> Mailtrack
> <
> https://mailtrack.io?utm_source=gmail&utm_medium=signature&utm_campaign=signaturevirality5&
> >
> 11/02/18,
> 2:44:12 PM
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

	[[alternative HTML version deleted]]