WPE: Calculates the Weighted Bandt-Pompe distribution of the given...

In EduardaChagas/NATS_package: Nonparametric Analysis of Time Series

Description

Calculates the Weighted Bandt-Pompe distribution of the given time series

Usage

WPE(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

Fadlallah, Bilal, et al. "Weighted-permutation entropy: A complexity measure for time series incorporating amplitude information." Physical Review E 87.2 (2013): 022911.

Examples

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

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