Function calculate_permutation_entropy 

pub fn calculate_permutation_entropy<F>(
    ts: &Array1<F>,
    order: usize,
) -> Result<F>
where
    F: Float + FromPrimitive + Debug,

Calculate permutation entropy

Permutation entropy quantifies the complexity of a time series by examining the ordinal patterns in the data. It’s robust to noise and works well for non-stationary time series.

Arguments

• ts - Input time series
• order - Order of the permutation patterns (typically 3-7)

Returns

Permutation entropy value