tseriesEntropy: Entropy Based Analysis and Tests for Time Series
Version 0.6-0

Implements an Entropy measure of dependence based on the Bhattacharya-Hellinger-Matusita distance. Can be used as a (nonlinear) autocorrelation/crosscorrelation function for continuous and categorical time series. The package includes tests for serial dependence and nonlinearity based on it. Some routines have a parallel version that can be used in a multicore/cluster environment. The package makes use of S4 classes.

Getting started

Package details

AuthorSimone Giannerini
Date of publication2017-04-15 20:31:49 UTC
MaintainerSimone Giannerini <[email protected]>
LicenseGPL (>= 2)
Version0.6-0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tseriesEntropy")

Try the tseriesEntropy package in your browser

Any scripts or data that you put into this service are public.

tseriesEntropy documentation built on May 30, 2017, 1:36 a.m.