statcomp: Statistical Complexity and Information Measures for Time Series Analysis

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An implementation of local and global statistical complexity measures (aka Information Theory Quantifiers, ITQ) for time series analysis based on ordinal statistics (Bandt and Pompe (2002) <DOI:10.1103/PhysRevLett.88.174102>). Several distance measures that operate on ordinal pattern distributions, auxiliary functions for ordinal pattern analysis, and generating functions for stochastic and deterministic-chaotic processes for ITQ testing are provided.

Author
Sebastian Sippel [aut, cre], Holger Lange [aut], Fabian Gans [aut]
Date of publication
2016-09-01 18:30:15
Maintainer
Sebastian Sippel <ssippel@bgc-jena.mpg.de>
License
GPL-2
Version
0.0.1.1000

View on CRAN

Man pages

adjust_pattern
A function to create new pattern-coding schemes for the...
fis
A (low-level) function to compute the Fisher-information
generate_lehmerperm_matrix
A function to generate the Lehmer permutation ordering.
global_complexity
A function to compute global information and complexity...
hellinger_distance
Distance measure between ordinal pattern distributions:...
henon_map
A function to generate a time series from the Henon Map
jensen_shannon_divergence
Generalized disequilibrium measure for ordinal pattern...
limit_curves
Limit curves in the Entropy-Complexity plane
logistic_map
A function to generate a time series from the logistic map
maxd3
Maximum curve of time-causal entropy-complexity plane at...
maxd4
Maximum curve of time-causal entropy-complexity plane at...
maxd5
Maximum curve of time-causal entropy-complexity plane at...
maxd6
Maximum curve of time-causal entropy-complexity plane at...
mind3
Minimum curve of time-causal entropy-complexity plane at...
mind4
Minimum curve of time-causal entropy-complexity plane at...
mind5
Minimum curve of time-causal entropy-complexity plane at...
mind6
Minimum curve of time-causal entropy-complexity plane at...
MPR_complexity
A function to compute the MPR-complexity
nbitflips
A function to compute bitflip statistics and time series
ordinal_pattern_distribution
A function to compute ordinal pattern statistics
ordinal_pattern_time_series
A function to compute time series of ordinal patterns
permutation_entropy
A function to compute the permutation entropy
powernoise
A function to generate k-noise
quadratic_map
A function to generate a time series from the Quadratic map
rank_to_permutation
A function to convert a "ranks-based" permutation notation to...
schuster_map
A function to generate a time series from the Schuster Map
skew_tent_map
A function to generate a time series from the logistic map
tent_map
A function to generate a time series from the logistic map
transformPermCoding
A function to generate a vector from an index-transformation...
weighted_ordinal_pattern_distribution
A function to compute weighted ordinal pattern statistics

Files in this package

statcomp
statcomp/src
statcomp/src/ordinal_patterns.c
statcomp/src/weighted_ordinal_patterns.c
statcomp/NAMESPACE
statcomp/data
statcomp/data/limit_curves.RData
statcomp/R
statcomp/R/ordinal_pattern_distribution.R
statcomp/R/chaotic_maps.R
statcomp/R/complexity_measures.R
statcomp/R/weighted_ordinal_pattern_distribution.R
statcomp/R/powernoise.R
statcomp/R/distance_measures.R
statcomp/R/data_documentation.R
statcomp/R/internal.R
statcomp/R/transformPermCoding.R
statcomp/R/nbitflips.R
statcomp/R/limit_curves_entropy_complexity.R
statcomp/MD5
statcomp/DESCRIPTION
statcomp/man
statcomp/man/transformPermCoding.Rd
statcomp/man/logistic_map.Rd
statcomp/man/schuster_map.Rd
statcomp/man/MPR_complexity.Rd
statcomp/man/mind4.Rd
statcomp/man/mind3.Rd
statcomp/man/generate_lehmerperm_matrix.Rd
statcomp/man/ordinal_pattern_time_series.Rd
statcomp/man/jensen_shannon_divergence.Rd
statcomp/man/permutation_entropy.Rd
statcomp/man/maxd3.Rd
statcomp/man/tent_map.Rd
statcomp/man/quadratic_map.Rd
statcomp/man/ordinal_pattern_distribution.Rd
statcomp/man/maxd6.Rd
statcomp/man/mind5.Rd
statcomp/man/hellinger_distance.Rd
statcomp/man/fis.Rd
statcomp/man/global_complexity.Rd
statcomp/man/nbitflips.Rd
statcomp/man/powernoise.Rd
statcomp/man/maxd4.Rd
statcomp/man/mind6.Rd
statcomp/man/limit_curves.Rd
statcomp/man/skew_tent_map.Rd
statcomp/man/weighted_ordinal_pattern_distribution.Rd
statcomp/man/henon_map.Rd
statcomp/man/adjust_pattern.Rd
statcomp/man/rank_to_permutation.Rd
statcomp/man/maxd5.Rd