Description Usage Arguments Details Value Author(s) References Examples
View source: R/complexity_measures.R
The function computes the MPR complexity, i.e. a generalized (global) complexity measure based on the Jenson-Shannon divergence.
1 | MPR_complexity(opd)
|
opd |
A numeric vector that details an ordinal pattern distribution. |
Generalized complexity measures combine an information measure (i.e. entropy) with the distance of the distribution from the uniform distribution ("disequilibrium"). As a global measure, MPR-complexity is insensitive to the permutation coding scheme.
The normalized MPR complexity measure in the range [0, 1].
Sebastian Sippel
Martin, M.T., Plastino, A. and Rosso, O.A., 2006. Generalized statistical complexity measures: Geometrical and analytical properties. Physica A: Statistical Mechanics and its Applications, 369(2), pp.439-462.
1 2 3 | x = arima.sim(model=list(ar = 0.3), n = 10^4)
opd = ordinal_pattern_distribution(x = x, ndemb = 6)
MPR_complexity(opd)
|
[1] 0.03726654
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