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 |

**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

adjust_pattern | Man page |

fis | Man page |

generate_lehmerperm_matrix | Man page |

global_complexity | Man page |

hellinger_distance | Man page |

henon_map | Man page |

jensen_shannon_divergence | Man page |

limit_curves | Man page |

logistic_map | Man page |

maxd3 | Man page |

maxd4 | Man page |

maxd5 | Man page |

maxd6 | Man page |

mind3 | Man page |

mind4 | Man page |

mind5 | Man page |

mind6 | Man page |

MPR_complexity | Man page |

nbitflips | Man page |

ordinal_pattern_distribution | Man page |

ordinal_pattern_time_series | Man page |

permutation_entropy | Man page |

powernoise | Man page |

quadratic_map | Man page |

rank_to_permutation | Man page |

schuster_map | Man page |

skew_tent_map | Man page |

tent_map | Man page |

transformPermCoding | Man page |

weighted_ordinal_pattern_distribution | Man page |

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

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.