getent2.m

function [Hu,deltau] = getent2(u,nbins)
% function [Hu,deltau] = getent2(u,nbins)
%
% Calculate nx1 marginal entropies of components of u.
%
% Inputs:
%           u       Matrix (n by N) of nu time series.
%           nbins   Number of bins to use in computing pdfs. Default is
%                   min(100,sqrt(N)).
%
% Outputs:
%           Hu      Vector n by 1 differential entropies of rows of u.                   
%           deltau  Vector nu by 1 of bin deltas of rows of u pdfs.
%           
[nu,Nu] = size(u);
if nargin < 2 || isempty(nbins)
    nbins = min(100,round(sqrt(Nu)));
end

Hu = zeros(nu,1);
deltau = zeros(nu,1);
for i = 1:nu
    umax = max(u(i,:));
    umin = min(u(i,:));
    deltau(i) = (umax-umin)/nbins;
    u(i,:) = 1 + round((nbins - 1) * (u(i,:) - umin) / (umax - umin));

    pmfr = diff([0 find(diff(sort(u(i,:)))) Nu])/Nu;
    Hu(i) = -sum(pmfr.*log(pmfr)) + log(deltau(i));
end