Fast Sample Entropy - saenkd(dim ,r ,sig )

Fast computation of Sample Entropy with k-d tree range search

It implements a fast computation of Sample Entropy solving the equivalent orthogonal range search method using the k-d tree for the search of neighbors as proposed in literature by Yu-Hsiang Pan et al., 2011.
for detailed explanation of the algorithm look for:
- "COMPUTING MULTISCALE ENTROPY WITH ORTHOGONAL RANGE SEARCH"
- "Fast computation of sample entropy and approximate entropy in biomedicine"
this code may be used also for the computation of multiscale sample entropy, just provide to this code the coarse-grained time series.
Detalis are in the help section of the file saenkd.m