Thank you for the clarification. I checked and there was a small
mistakes in the code. Now my code is
ts= India[-1,] #####For deleting the year row
N<-ncol(ts)
r<-matrix(0, ncol = N, nrow = 1)
library(pracma)
for (i in 1:N){
r[i]<-approx_entropy(ts[,i], edim = 2, r = 0.2*sd(ts[,i]), elag = 1)
}
Even with this code also, I am unable to apply rollapply function.
Kindly help me.
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On Fri, Nov 2, 2018 at 3:42 PM Eric Berger <ericjberger at gmail.com> wrote:
Hi,
You have some problems with your setup. You set N based on the number of
rows in ts, but then in the call to approx_entropy you write ts[,i].
Note that ts[,i] is the i'th column of ts, whereas your definition of i
implies it is based on row numbers.
Maybe this is leading you to see problems elsewhere. From the rollapply
documentation I don't see any reason why it would not work with the
approx_entropy function.
Best,
Eric
On Fri, Nov 2, 2018 at 11:16 AM Subhamitra Patra <
subhamitra.patra at gmail.com> wrote:
Dear all R users,
I want to apply the entropy methods in rolling window analysis. I tried
with the rollapply function, but it is not working. For your
convenience, I
am providing my code so that you can easily suggest me the application of
rolling window in the particular methodology. Here is my code
N<-nrow(ts)
r<-matrix(0, nrow = N, ncol = 1)
for (i in 1:N){
r[i]<-approx_entropy(ts[,i], edim = 2, r = 0.2*sd(ts[,i]), elag = 1)
}
Kindly suggest me how to apply rolling window size of 500 in the
particular
time series model?
I expect positive help from you.
Thanks in advance.
--
*Best Regards,*
*Subhamitra Patra*
*Phd. Research Scholar*
*Department of Humanities and Social Sciences*
*Indian Institute of Technology, Kharagpur*
*INDIA*
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