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/**
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ENTP: Entropy
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namespace QuanTAlib;
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using System;
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Introduced by Claude Shannon in 1948, entropy measures the unpredictability
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of the data, or equivalently, of its average information.
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/* <summary>
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ENTP: Entropy
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Introduced by Claude Shannon in 1948, entropy measures the unpredictability
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of the data, or equivalently, of its average information.
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Calculation:
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P = close / Σ(close)
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@@ -12,9 +14,8 @@ Sources:
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https://en.wikipedia.org/wiki/Entropy_(information_theory)
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https://math.stackexchange.com/questions/3428693/how-to-calculate-entropy-from-a-set-of-correlated-samples
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**/
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namespace QuanTAlib;
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using System;
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</summary> */
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public class ENTP_Series : Single_TSeries_Indicator
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{
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public ENTP_Series(TSeries source, int period, double logbase = 2.0, bool useNaN = false) : base(source, period, useNaN)
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