1. A method for extracting information from an observed electrophysiological signal from a subject in order to evaluate the level of depression of the central nervous system (CNS) of said subject with a processor, said method comprising: a) observing the electrophysiological activity of a subject to produce an observed electrophysiological signal; b) applying a pre-selected transformation and statistical function to the observed electrophysiological signal to produce an observed data set; c) comparing the observed data set to at least two reference data sets; and d) computing with a processor a numerical value or values representative of the level of depression of the CNS of the subject, based at least in part on the comparison; wherein the at least two reference data sets correspond to distinct CNS states which are two extreme states.