Proposes non-parametric estimates of the Fisher information measure and the Shannon entropy power. More theoretical and implementation details can be found in Guignard et al. <doi:10.3389/feart.2020.00255>. A 'python' version of this work is available on 'github' and 'PyPi' ('FiShPy').
If this R code is used for academic research, please cite the following paper where it was developed:
F. Guignard, M. Laib, F. Amato, M. Kanevski, Advanced analysis of temporal data using Fisher-Shannon information: theoretical development and application in geosciences, 2020, 10.3389/feart.2020.00255Frontiers in Earth Science, 8:255.
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M. P. Wand and M. C. Jones (1995). Kernel Smoothing. Chapman and Hall, London.
C. Vignat, J.F Bercher (2003). Analysis of signals in the Fisher<U+2013>Shannon information plane, Physics Letters A, 312, 190, 27 <U+2013> 33.
F. Guignard, M. Laib, F. Amato, M. Kanevski, Advanced analysis of temporal data using Fisher-Shannon information: theoretical development and application in geosciences, 2020, 10.3389/feart.2020.00255Frontiers in Earth Science, 8:255.