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.

Getting started

Package details

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

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statcomp documentation built on May 31, 2017, 3:02 a.m.