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.

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

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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

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

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