statcomp: Statistical Complexity and Information Measures for Time Series Analysis

An implementation of local and global statistical complexity measures (aka Information Theory Quantifiers, ITQ) for time series analysis based on ordinal statistics (Bandt and Pompe (2002) <DOI:10.1103/PhysRevLett.88.174102>). Several distance measures that operate on ordinal pattern distributions, auxiliary functions for ordinal pattern analysis, and generating functions for stochastic and deterministic-chaotic processes for ITQ testing are provided.

Author
Sebastian Sippel [aut, cre], Holger Lange [aut], Fabian Gans [aut]
Date of publication
2016-09-23 14:00:09
Maintainer
Sebastian Sippel <ssippel@bgc-jena.mpg.de>
License
GPL-2
Version
0.0.1.1000

View on R-Forge

Man pages

adjust_pattern
A function to create new pattern-coding schemes for the...
fis
A (low-level) function to compute the Fisher-information
generate_lehmerperm_matrix
A function to generate the Lehmer permutation ordering.
global_complexity
A function to compute global information and complexity...
hellinger_distance
Distance measure between ordinal pattern distributions:...
henon_map
A function to generate a time series from the Henon Map
jensen_shannon_divergence
Generalized disequilibrium measure for ordinal pattern...
limit_curves
Limit curves in the Entropy-Complexity plane
logistic_map
A function to generate a time series from the logistic map
maxd3
Maximum curve of time-causal entropy-complexity plane at...
maxd4
Maximum curve of time-causal entropy-complexity plane at...
maxd5
Maximum curve of time-causal entropy-complexity plane at...
maxd6
Maximum curve of time-causal entropy-complexity plane at...
mind3
Minimum curve of time-causal entropy-complexity plane at...
mind4
Minimum curve of time-causal entropy-complexity plane at...
mind5
Minimum curve of time-causal entropy-complexity plane at...
mind6
Minimum curve of time-causal entropy-complexity plane at...
MPR_complexity
A function to compute the MPR-complexity
nbitflips
A function to compute bitflip statistics and time series
ordinal_pattern_distribution
A function to compute ordinal pattern statistics
ordinal_pattern_time_series
A function to compute time series of ordinal patterns
permutation_entropy
A function to compute the permutation entropy
powernoise
A function to generate k-noise
quadratic_map
A function to generate a time series from the Quadratic map
rank_to_permutation
A function to convert a "ranks-based" permutation notation to...
schuster_map
A function to generate a time series from the Schuster Map
skew_tent_map
A function to generate a time series from the logistic map
tent_map
A function to generate a time series from the logistic map
transformPermCoding
A function to generate a vector from an index-transformation...
weighted_ordinal_pattern_distribution
A function to compute weighted ordinal pattern statistics

Files in this package

statcomp/DESCRIPTION
statcomp/NAMESPACE
statcomp/R
statcomp/R/chaotic_maps.R
statcomp/R/complexity_measures.R
statcomp/R/data_documentation.R
statcomp/R/distance_measures.R
statcomp/R/internal.R
statcomp/R/limit_curves_entropy_complexity.R
statcomp/R/nbitflips.R
statcomp/R/ordinal_pattern_distribution.R
statcomp/R/powernoise.R
statcomp/R/transformPermCoding.R
statcomp/R/weighted_ordinal_pattern_distribution.R
statcomp/data
statcomp/data/limit_curves.RData
statcomp/man
statcomp/man/MPR_complexity.Rd
statcomp/man/adjust_pattern.Rd
statcomp/man/fis.Rd
statcomp/man/generate_lehmerperm_matrix.Rd
statcomp/man/global_complexity.Rd
statcomp/man/hellinger_distance.Rd
statcomp/man/henon_map.Rd
statcomp/man/jensen_shannon_divergence.Rd
statcomp/man/limit_curves.Rd
statcomp/man/logistic_map.Rd
statcomp/man/maxd3.Rd
statcomp/man/maxd4.Rd
statcomp/man/maxd5.Rd
statcomp/man/maxd6.Rd
statcomp/man/mind3.Rd
statcomp/man/mind4.Rd
statcomp/man/mind5.Rd
statcomp/man/mind6.Rd
statcomp/man/nbitflips.Rd
statcomp/man/ordinal_pattern_distribution.Rd
statcomp/man/ordinal_pattern_time_series.Rd
statcomp/man/permutation_entropy.Rd
statcomp/man/powernoise.Rd
statcomp/man/quadratic_map.Rd
statcomp/man/rank_to_permutation.Rd
statcomp/man/schuster_map.Rd
statcomp/man/skew_tent_map.Rd
statcomp/man/tent_map.Rd
statcomp/man/transformPermCoding.Rd
statcomp/man/weighted_ordinal_pattern_distribution.Rd
statcomp/src
statcomp/src/ordinal_patterns.c
statcomp/src/weighted_ordinal_patterns.c