ddarmon/spenra: SPecific Differential ENtropy RAte Estimation for Continuous-Valued Time Series

Estimates the specific entropy rate of a continuous-valued time series considered as the realization of a stochastic dynamical system.

Getting started

Package details

Maintainer
LicenseGPL-2
Version0.0.0.9000
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("ddarmon/spenra")
ddarmon/spenra documentation built on July 11, 2020, 4:41 a.m.