Shannon, Kullback-Leibler, and Klimontovich's renormalized entropies are applied as three different complexity measures on gait data of patients with Parkinson's disease (PD) and healthy control group. We show that the renormalized entropy of variability of total reaction force of gait is a very efficient tool to compare patients with respect to disease severity. Moreover, it is a good risk predictor such that the sensitivity, i.e., the percentage of patients with PD who are correctly identified as having PD, increases from 25% to 67% while the Hoehn-Yahr stage increases from 2.5 to 3.0 (this stage goes from 0 to 5 as the disease severity increases). The renormalized entropy method for stride time variability of gait is found to correctly identify patients with a sensitivity of 80%, while the Shannon entropy and the Kullback-Leibler relative entropy can do this with a sensitivity of only 26.7% and 13.3%, respectively. (C) 2016 AIP Publishing LLC.