ComplexityMeasures.jl

A Julia package that provides estimators for probabilities, entropies, and other complexity measures, in the context of nonlinear dynamics, nonlinear timeseries analysis, and complex systems. It can be used as a standalone package, or as part of other projects in the JuliaDynamics organization, such as DynamicalSystems.jl or CausalityTools.jl.

To install it, run import Pkg; Pkg.add("ComplexityMeasures").

All further information is provided in the documentation, which you can either find online or build locally by running the docs/make.jl file.

Previously, this package was called Entropies.jl.