Module complexity 

Complexity and entropy analysis features for time series.

This module provides comprehensive complexity measures including:

• Various entropy measures (Shannon, Rényi, Tsallis, permutation, etc.)
• Fractal dimension calculations (Higuchi, box counting)
• Chaos theory measures (Hurst exponent, DFA exponent, Lyapunov exponents)
• Information theory measures (mutual information, transfer entropy)
• Lempel-Ziv complexity and other algorithmic complexity measures

Examples

use scirs2_core::ndarray::Array1;
use scirs2_series::features::complexity::*;

let ts = Array1::from_vec(vec![1.0, 2.0, 1.5, 3.0, 2.5, 4.0, 3.5, 5.0]);
let approx_entropy = calculate_approximate_entropy(&ts, 2, 0.1).unwrap();
let perm_entropy = calculate_permutation_entropy(&ts, 3).unwrap();
let lz_complexity = calculate_lempel_ziv_complexity(&ts).unwrap();

Functions

calculate_approximate_entropy

Calculate approximate entropy

calculate_conditional_entropy

Calculate conditional entropy

calculate_cross_entropy_simple

Calculate cross entropy between two signals (simplified)

calculate_dfa_entropy

Calculate DFA entropy

calculate_dfa_exponent

Calculate DFA (Detrended Fluctuation Analysis) exponent

calculate_differential_entropy

Calculate differential entropy (continuous version)

calculate_effective_complexity

Calculate effective complexity

calculate_entropy_rate

Calculate entropy rate

calculate_excess_entropy

Calculate excess entropy (stored information)

calculate_fractal_entropy

Calculate fractal entropy

calculate_higuchi_fractal_dimension

Calculate Higuchi fractal dimension

calculate_hurst_entropy

Calculate Hurst entropy

calculate_hurst_exponent

Calculate Hurst exponent using R/S analysis

calculate_lempel_ziv_complexity

Calculate Lempel-Ziv complexity

calculate_multifractal_entropy_width

Calculate multifractal entropy width

calculate_multiscale_entropy

Calculate multiscale entropy

calculate_mutual_information_lag

Calculate mutual information between lagged values

calculate_permutation_entropy

Calculate permutation entropy

calculate_permutation_entropy_simple

Calculate simple permutation entropy implementation

calculate_refined_composite_multiscale_entropy

Calculate refined composite multiscale entropy

calculate_relative_entropy

Calculate relative entropy (KL divergence from uniform distribution)

calculate_renyi_entropy

Calculate Rényi entropy with parameter alpha

calculate_sample_entropy

Calculate sample entropy

calculate_sample_entropy_simple

Calculate simple sample entropy implementation

calculate_shannon_entropy

Calculate Shannon entropy for discretized data

calculate_spectral_entropy

Calculate spectral entropy

calculate_transfer_entropy

Calculate transfer entropy

calculate_weighted_permutation_entropy

Calculate weighted permutation entropy

calculatetsallis_entropy

Calculate Tsallis entropy with parameter q