How to calculate CWT shannon entropy? I am trying to calculate shannon entropy of CWT. I am not sure if I am doing it right. 
Assume that $W(a_i,t), i=1;2;...;M$ is a set of wavelet coefficients. The Shannon wavelet entropy is calculated by:
$E=-\sum_{i=1}^{M}d_i log(d_i)$ $\rightarrow$   where $d_i=\frac{|W(a_i,t)|}{\sum_{j=1}^{M}W(a_j,t)}$
I am confused how to calculate $E$. for example I have a coefficient matrix with size of $M\times N$, $M$ is scales number and $N$  is time segments. first I have to calulate $d_i$, this is my main problem. this is the wavelet coefficient matrix :
 $W_{M\times N} =
 \begin{pmatrix}
  w_{a_1,1} &amp; w_{a_1,2} &amp; \cdots &amp; w_{a_1,N} \\
  w_{a_2,1} &amp; w_{a_2,2} &amp; \cdots &amp; w_{a_2,N} \\
  \vdots  &amp; \vdots  &amp; \ddots &amp; \vdots  \\
  w_{a_M,1} &amp; w_{a_M,2} &amp; \cdots &amp; w_{a_M,N}
 \end{pmatrix}$   

hmm i am pretty sure i am wrong, can anyone help? 
for example tell me how can i calculate $d_4$?
Here I have right a little Matlab script to calculate shannon entropy of CWT.
Is it right or wrong? and what should I do?  

 [M,N]=size(coeffs);
for js=1:M     
Ej(js)=sum(abs(coeffs(js,:)));
end;
Etot=sum(Ej);
Pj=Ej./Etot;
%shannon entropy
shan_entr=-sum(Pj.*log(Pj));
Yes. Your code does compute the same thing as the formula from the paper.