[R] Application of rolling window in entropy analysis

[Subhamitra Patra]

Thank you for the clarification. I checked and there was a small
mistakes in the code. Now my code is

ts= India[-1,]   #####For deleting the year row
N<-ncol(ts)
r<-matrix(0, ncol = N, nrow = 1)
library(pracma)
for (i in 1:N){
       r[i]<-approx_entropy(ts[,i], edim = 2, r = 0.2*sd(ts[,i]), elag = 1)
}

Even with this code also, I am unable to apply rollapply function.

Kindly help me.


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11/02/18,
3:44:26 PM

On Fri, Nov 2, 2018 at 3:42 PM Eric Berger <ericjberger using gmail.com> wrote:

> 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*
>>
>>
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>> 11/02/18,
>> 2:44:12 PM
>>
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-- 
*Best Regards,*
*Subhamitra Patra*
*Phd. Research Scholar*
*Department of Humanities and Social Sciences*
*Indian Institute of Technology, Kharagpur*
*INDIA*

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