1. A method of inserting supplementary information in the form of a binary message in a set of data representing physical quantities, the data having been processed by the steps of: partitioning the set into subsets, entropic coding each of the subsets, selecting, for each of the subsets, a compression rate and distortion pair according to a global compression rate or a global distortion, and writing, for each of the subsets, an index representing the selected compression rate and distortion pair, in a file containing the coded subsets, further comprising a step of modifying the index representing the selected compression rate and distortion pairs, before said writing step, the modification including replacement of the least significant bit of the index by an information bit having a value that is a function of the supplementary information and of at least one characteristic of the subset.