I found code on this site https://mathematica.stackexchange.com.Works for MMA 11.2.
data = Table[Sin[i], {i, 1, 100, .2}];
ClearAll[sampleEnt2]
sampleEnt2[data_, ws_, t_] := Module[{nF1, nF2, diff1, diff2, va1, va2},
va1 = Partition[data, ws, 1];
va2 = Partition[data, 1 + ws, 1];
nF1 = Nearest[va1 -> Automatic, DistanceFunction -> ChessboardDistance];
nF2 = Nearest[va2 -> Automatic, DistanceFunction -> ChessboardDistance];
diff1 = Total[(Length /@ nF1[va1, {All, t}])] - Length[va1];
diff2 = Total[(Length /@ nF2[va2, {All, t}])] - Length[va2];
-Log[N@(diff2/diff1)]
]
m = 2;
r = 0.2*StandardDeviation[data];
sampleEnt2[data, m, r] // AbsoluteTiming
(* {0.00581366, 0.230651} *)