statcomp: Statistical Complexity and Information Measures for Time Series Analysis
Version 0.0.1.1000

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) ). 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.

AuthorSebastian Sippel [aut, cre], Holger Lange [aut], Fabian Gans [aut]
Date of publication2016-09-23 14:00:09
MaintainerSebastian Sippel <ssippel@bgc-jena.mpg.de>
LicenseGPL-2
Version0.0.1.1000
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("statcomp", repos="http://R-Forge.R-project.org")

Popular man pages

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
MPR_complexity: A function to compute the MPR-complexity
permutation_entropy: A function to compute the permutation entropy
tent_map: A function to generate a time series from the logistic map
weighted_ordinal_pattern_distribution: A function to compute weighted ordinal pattern statistics
See all...

All man pages Function index File listing

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

Functions

MPR_complexity Man page Source code
Olivares_sorting Source code
adjust_pattern Man page Source code
factoradic Source code
findinversions Source code
fis Man page Source code
generate_lehmerperm_matrix Man page Source code
global_complexity Man page Source code
hellinger_distance Man page Source code
henon_map Man page Source code
jensen_shannon_divergence Man page Source code
lehmerperm Source code
limit_curves Man page Source code
logistic_map Man page Source code
maxd3 Man page
maxd4 Man page
maxd5 Man page
maxd6 Man page
maximum_limit_curve Source code
mind3 Man page
mind4 Man page
mind5 Man page
mind6 Man page
minimum_limit_curve Source code
nbitflips Man page Source code
nforbiden Source code
njumps Source code
ordinal_pattern_distribution Man page Source code
ordinal_pattern_distribution_2 Source code
ordinal_pattern_time_series Man page Source code
permutation_entropy Man page Source code
powernoise Man page Source code
quadratic_map Man page Source code
rank_to_permutation Man page Source code
schuster_map Man page Source code
shannon Source code
shannon_entropy Source code
skew_tent_map Man page Source code
tent_map Man page Source code
transformPermCoding Man page Source code
var.fun Source code
weighted_ordinal_pattern_distribution Man page Source code
weighted_ordinal_pattern_distribution_2 Source code

Files

DESCRIPTION
NAMESPACE
R
R/chaotic_maps.R
R/complexity_measures.R
R/data_documentation.R
R/distance_measures.R
R/internal.R
R/limit_curves_entropy_complexity.R
R/nbitflips.R
R/ordinal_pattern_distribution.R
R/powernoise.R
R/transformPermCoding.R
R/weighted_ordinal_pattern_distribution.R
data
data/limit_curves.RData
man
man/MPR_complexity.Rd
man/adjust_pattern.Rd
man/fis.Rd
man/generate_lehmerperm_matrix.Rd
man/global_complexity.Rd
man/hellinger_distance.Rd
man/henon_map.Rd
man/jensen_shannon_divergence.Rd
man/limit_curves.Rd
man/logistic_map.Rd
man/maxd3.Rd
man/maxd4.Rd
man/maxd5.Rd
man/maxd6.Rd
man/mind3.Rd
man/mind4.Rd
man/mind5.Rd
man/mind6.Rd
man/nbitflips.Rd
man/ordinal_pattern_distribution.Rd
man/ordinal_pattern_time_series.Rd
man/permutation_entropy.Rd
man/powernoise.Rd
man/quadratic_map.Rd
man/rank_to_permutation.Rd
man/schuster_map.Rd
man/skew_tent_map.Rd
man/tent_map.Rd
man/transformPermCoding.Rd
man/weighted_ordinal_pattern_distribution.Rd
src
src/ordinal_patterns.c
src/weighted_ordinal_patterns.c
statcomp documentation built on May 21, 2017, 1:09 a.m.

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