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Multi-Scale Entropy (SampEn) analysis tool

License: GNU General Public License v3.0

Python 33.19% C 66.81%
sample-entropy timeseries-analysis fractals nonlinear-dynamics

multiscaleentropy's Introduction

Multi-Scale (Sample) Entropy analysis (MSE)

The basis of this code was taken from the PhysioNet software base (see sampen and mse).

The concept of MSE using Sample Entropy (SampEn) is described in a tutorial.

This package contains a C-library and a Python wrapper around it.

C-library compilation

No external dependencies (except for the math library), just:

gcc -shared -o libsampen.so -O -Wall -fPIC sampen.c -lm

This command produces file "libsampen.so" in the current directory. NOTE: do not change the name of the file, the Python wrapper searches for this name.

Python wrapper

In python, assuming the current directory contains a directory (say, named MultiScaleEntropy) with the repository files and libsampen.so,

import MultiScaleEntropy

will load the MultiScaleEntropy module, which has the two most important functions:

  • sampen: calculates SampEn estimate of a series
  • mse: performs MSE analysis with SampEn as an entropy measure

The wrapper dependes only on NumPy besides the standard Python 3 modules.

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