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.

Browse man pages Browse package API and functions Browse package files

AuthorSimone Giannerini
Date of publication2017-04-15 20:31:49 UTC
MaintainerSimone Giannerini <simone.giannerini@unibo.it>
LicenseGPL (>= 2)
Version0.6-0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("tseriesEntropy")

Man pages

Srho: Entropy Measure Of Serial And Cross Dependence
Srho-class: Class "Srho"
Srho.test: Entropy Test For Serial And Cross Dependence For Categorical...
Srho.test.AR: Entropy Tests For Nonlinearity In Time Series
Srho.test.AR.p: Entropy Tests For Nonlinearity In Time Series - Parallel...
Srho.test-class: Class "Srho.test"
Srho.test.ts: Entropy Tests Of Serial And Cross Dependence For Time Series
Srho.test.ts.p: Entropy Tests Of Serial And Cross Dependence For Time Series...
Srho.ts: Entropy Measure Of Serial And Cross Dependence
Srho.ts-class: Class "Srho.ts"
surrogate.AR: Surrogate Time Series Through AR Modeling (Sieve Bootstrap)
surrogate.ARs: Surrogate Time Series Through A Modeling (Smoothed Sieve...
surrogate.SA: Surrogate Time Series Through Simulated Annealing
Trho.test.AR: Entropy Tests For Nonlinearity In Time Series
Trho.test.AR.p: Entropy Tests For Nonlinearity In Time Series - Parallel...
Trho.test.SA: Entropy Tests For Nonlinearity In Time Series
Trho.test.SA.p: Entropy Tests For Nonlinearity In Time Series - Parallel...

Functions

Srho Man page Source code
Srho-class Man page
Srho.biv.F Source code
Srho.biv.R Source code
Srho.cor Source code
Srho.func Source code
Srho.test Man page Source code
Srho.test-class Man page
Srho.test.AR Man page Source code
Srho.test.AR.p Man page Source code
Srho.test.SA Source code
Srho.test.biv Source code
Srho.test.ts Man page Source code
Srho.test.ts.p Man page Source code
Srho.test.uni Source code
Srho.ts Man page Source code
Srho.ts-class Man page
Srho.ts.biv Source code
Srho.ts.uni Source code
Srho.uni.F Source code
Srho.uni.R Source code
Trho.test.AR Man page Source code
Trho.test.AR.p Man page Source code
Trho.test.SA Man page Source code
Trho.test.SA.p Man page Source code
boot.perm Source code
cor2Srho Source code
lscv.biv Source code
lscv.uni Source code
mbboot Source code
mlcv.biv Source code
mlcv.uni Source code
pi.biv Source code
pi.uni Source code
plot,Srho,missing-method Man page
plot,Srho.test,missing-method Man page
reference.biv Source code
reference.uni Source code
safe.Srho Source code
safe.Trho Source code
scv.biv Source code
scv.uni Source code
show,Srho-method Man page
show,Srho.test-method Man page
show,Srho.ts-method Man page
surrogate.AR Man page Source code
surrogate.ARs Man page Source code
surrogate.SA Man page Source code

Files

inst
inst/CITATION
src
src/tseriesEntropy.f90
src/init.c
NAMESPACE
R
R/Srho.ts.par_files.R
R/Srho.ts_files.R
R/Srho.test.R
R/Srho.R
MD5
DESCRIPTION
ChangeLog
man
man/Srho.ts.Rd
man/Trho.test.AR.p.Rd
man/surrogate.AR.Rd
man/surrogate.ARs.Rd
man/Srho.test-class.Rd
man/Srho.test.AR.Rd
man/Srho-class.Rd
man/Srho.test.Rd
man/Trho.test.AR.Rd
man/Srho.test.AR.p.Rd
man/Srho.test.ts.p.Rd
man/Trho.test.SA.p.Rd
man/Srho.test.ts.Rd
man/Trho.test.SA.Rd
man/surrogate.SA.Rd
man/Srho.Rd
man/Srho.ts-class.Rd
tseriesEntropy documentation built on May 19, 2017, 11:43 p.m.