Information Theory Mql5 library?

[Nice One Elain]

It looks like there isn't anything built into the math library for calculating various entropy types. 

1. Does such a library exist, and I'm just not seeing it?

2. Would there be a demand for it? I'm considering making one if that's the case.

[nevar]

As  far as I know there isnt any in English or Russian.I look forward to permutation entropy.