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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 deterministicchaotic processes for ITQ testing are provided.
Package details 


Author  Sebastian Sippel [aut, cre], Holger Lange [aut], Fabian Gans [aut] 
Maintainer  Sebastian Sippel <[email protected]> 
License  GPL2 
Version  0.0.1.1000 
Package repository  View on RForge 
Installation 
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