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`Diversity` estimates for multivariate data

Open kahaaga opened this issue 2 years ago • 0 comments

Describe the feature you'd like to have

The Diversity estimator currently only accepts time series inputs. It would be nice if it also accepts multivariate input data. Then Diversity estimator also could be used as a plug-in estimator for other discrete entropy-based measures that take multivariate inputs.

Sketch an implementation strategy

The implementation is trivial. When dispatching on Datasets, we just skip the first embedding step. This is at most a couple of lines of code, plus some tests.

kahaaga avatar Nov 25 '22 01:11 kahaaga