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]|
|Maintainer||Sebastian Sippel <[email protected]>|
|Package repository||View on CRAN|
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