Function permutation_entropy 

pub fn permutation_entropy(values: &[f64], order: usize) -> f64

Compute permutation entropy of a time series.

Ordinal pattern analysis captures temporal structure that static entropy misses. Measures the complexity of the time series based on the ordering of consecutive values.

Arguments

• values - The time series to analyze
• order - Embedding dimension (typically 3–7). Must be >= 2.

Returns

Normalized permutation entropy in [0, 1]. 0 = perfectly regular (single ordinal pattern), 1 = random (all patterns equally likely).

Reference

Bandt & Pompe (2002), “Permutation Entropy”