BP: Calculates the Bandt-Pompe distribution of the given time...

In EduardaChagas/NATS_package: Nonparametric Analysis of Time Series

Description

Calculates the Bandt-Pompe distribution of the given time series

Usage

BP(series, dimension, delay)

Arguments

series	A numeric vector (e.g. a time series)
dimension	Dimension size of ordinal patterns
delay	Size of the embedding delay of ordinal patterns

Value

A numeric vector containing the probability distribution

Author(s)

Eduarda Chagas

References

Bandt, Christoph, and Bernd Pompe. "Permutation entropy: a natural complexity measure for time series." Physical review letters 88.17 (2002): 174102.

Examples

set.seed(123, kind = "Mersenne-Twister")
x <- runif(110000)
d <- 3
del <- 1
BP(series = x, dimension = d, delay = del)

EduardaChagas/NATS_package documentation built on June 20, 2021, 4:39 a.m.