Computation of the ordinal patterns of a time series (see e.g. Bandt and Pompe 2002)
A numeric vector (e.g. a time series), from which the ordinal pattern distribution is to be calculated
Embedding dimension of the ordinal patterns (i.e. sliding window size). Should be chosen such as length(x) >> ndemb
This function returns the distribution of ordinal patterns using the Keller coding scheme, detailed in Physica A 356 (2005) 114-120. NA values are allowed, and any pattern that contains at least one NA value will be ignored. (Fast) C routines are used for computing ordinal patterns.
A character vector of length factorial(ndemb) is returned.
Bandt, C. and Pompe, B., 2002. Permutation entropy: a natural complexity measure for time series. Physical review letters, 88(17), p.174102.
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