A function to compute global information and complexity measures for time series
This is a high-level function that calculates global complexity measures directly from a given time series or ordinal pattern distribution.
(OPTIONAL) If opd is not specified, a time series vector x must be specified
A numeric vector that details an ordinal pattern distribution in a user-specified permutation coding scheme.
(OPTIONAL) If x is given, the embedding dimension (ndemb) is required.
This function calculates the following global measures of complexity and information:
Permutation Entropy (PE, cf. Bandt and Pompe, 2002)
Permutation Statistical complexity (MPR complexity, cf. Martin, Plastino and Rosso, 2006)
Number of "forbiden patterns" (cf. Amigo 2010)
A named vector containing the three global complexity measures.
Bandt, C. and Pompe, B., 2002. Permutation entropy: a natural complexity measure for time series. Physical review letters, 88(17), p.174102. 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. Amigo, J., 2010. Permutation complexity in dynamical systems: ordinal patterns, permutation entropy and all that. Springer Science & Business Media.
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