Questions about tolerance methods in Multiscale Entropy (MSE) ❓

[DongCheninmuenster]

When calculating MSE using this package, I encountered the following issue. According to the original algorithm by Costa et al., 2005, the tolerance ($r$) is defined as a percentage (sometimes denoted as $\rho$) of the standard deviation (SD) of the original time series. In the referenced paper, a value of 15% is used, though this can be adjusted.

However, I didn't find the approach to change the $\rho$ in this package. Additionally, the comments within the corresponding functions are unclear and may lead to confusion.

Function entropy_multiscale accepts arguments tolerance to set $r$ for MSE:

tolerance : float
Tolerance (often denoted as r), distance to consider two data points as similar. If "sd" (default), will be set to :math:0.2 * SD_{signal}. See :func:complexity_tolerance to estimate the optimal value for this parameter.

As mentioned in the comments above, tolerance can accepts a float in addition to the default string "sd".

    # Store parameters
    info = {
        "Method": method,
        "Algorithm": algorithm.__name__,
        "Coarsegraining": coarsegraining,
        "Dimension": dimension,
        "Scale": _get_scales(signal, scale=scale, dimension=dimension),
        "Tolerance": complexity_tolerance(
            signal,
            method=tolerance,
            dimension=dimension,
            show=False,
        )[0],
    }

    # Compute entropy for each coarsegrained segment
    info["Value"] = np.array(
        [
            _entropy_multiscale(
                signal,
                scale=scale,
                coarsegraining=coarsegraining,
                algorithm=algorithm,
                dimension=dimension,
                tolerance=info["Tolerance"],
                refined=refined,
                **kwargs,
            )
            for scale in info["Scale"]
        ]
    )

As shown in code above, tolerance is provided by info dict and is calculated using the function complexity_tolerance. And the parameter tolerance is passed to the argument method.

Within the function complexity_tolerance:

method : str
Can be "maxApEn" (default), "sd", "recurrence", "neighbours", "nolds", "chon2009", or "neurokit".

, however, the argument method can only accept str and Not float. As a result, it is not possible to adjust the tolerance by simply modifying $\rho$, such as setting $\rho$ = 0.15 as done by Costa et al.

I'm not sure if I've missed something important, so I would appreciate any help in solving my question. Otherwise, an additional method like "Costa" should be added. 😊

[welcome]

Hi 👋 Thanks for reaching out and opening your first issue here! We'll try to come back to you as soon as possible. ❤️