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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.
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Package details |
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| Author | Sebastian Sippel [aut, cre] (Original package development was supported by MPI Biogeochemistry, BGI Department), Holger Lange [aut], Fabian Gans [aut] |
| Maintainer | Sebastian Sippel <sebastian.sippel@env.ethz.ch> |
| License | GPL-2 |
| Version | 0.1.0 |
| Package repository | View on R-Forge |
| Installation |
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