statcomp: Statistical Complexity and Information Measures for Time Series Analysis

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.

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Package details

AuthorSebastian Sippel [aut, cre] (Original package development was supported by MPI Biogeochemistry, BGI Department), Holger Lange [aut], Fabian Gans [aut]
MaintainerSebastian Sippel <>
Package repositoryView on CRAN
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statcomp documentation built on Oct. 30, 2019, 11:15 a.m.