nbitflips: A function to compute bitflip statistics and time series

In statcomp: Statistical Complexity and Information Measures for Time Series Analysis

Description

Computation of bitflip statistics of a time series

Usage

nbitflips(x, ndemb)

Arguments

x	A numeric vector (e.g. a time series), from which the ordinal pattern distribution is to be calculated
ndemb	Embedding dimension of the ordinal patterns (i.e. sliding window size) for which bitflips are to be calculated. Should be chosen such as length(x) >> ndemb

Details

This function returns a histogram and time series of the number of bitflips occurring in the associated ordinal patterns. NA values are allowed, and any pattern that contains at least one NA value will be ignored. WARNING: Can be slow with very long time series (n > 10^7).

Value

A list with two entries is returned.

Author(s)

Sebastian Sippel

References

Sippel, S., 2014. Evaluating the carbon dynamics of biogeochemical models using statistical complexity measures. Master Thesis, University of Bayreuth.

Examples

x = arima.sim(model=list(ar = 0.3), n = 10^4)
nbitflips(x = x, ndemb = 6)

statcomp documentation built on Oct. 30, 2019, 11:15 a.m.