Description Usage Arguments Details Value Author(s) References Examples
View source: R/ordinal_pattern_distribution.R
Computation of the ordinal patterns of a time series (see e.g. Bandt and Pompe 2002)
1 | ordinal_pattern_distribution(x, ndemb)
|
x |
A numeric vector (e.g. a time series), from which the ordinal pattern distribution is to be calculated |
ndemb |
Embedding dimension of the ordinal patterns (i.e. sliding window size). Should be chosen such as length(x) >> ndemb |
This function returns the distribution of ordinal patterns using the Keller coding scheme, detailed in Physica A 356 (2005) 114-120. NA values are allowed, and any pattern that contains at least one NA value will be ignored. (Fast) C routines are used for computing ordinal patterns.
A character vector of length factorial(ndemb) is returned.
Sebastian Sippel
Bandt, C. and Pompe, B., 2002. Permutation entropy: a natural complexity measure for time series. Physical review letters, 88(17), p.174102.
1 2 | x = arima.sim(model=list(ar = 0.3), n = 10^4)
ordinal_pattern_distribution(x = x, ndemb = 6)
|
[1] 34 24 28 19 22 12 14 19 32 39 14 14 27 18 25 16 25 16 14 6 18 18 13 18 8
[26] 6 16 15 11 25 24 26 14 21 14 10 19 12 16 18 18 15 29 20 25 21 22 16 18 14
[51] 15 17 25 20 12 11 17 10 21 19 20 19 12 9 16 9 7 12 13 8 11 10 11 9 13
[76] 10 9 14 8 11 11 11 14 24 11 7 13 20 19 29 12 9 7 3 10 10 13 4 8 5
[101] 7 6 9 18 14 12 9 15 23 8 7 16 16 21 10 12 23 22 24 23 24 26 24 14 11
[126] 8 23 13 24 15 12 12 7 14 8 12 13 15 14 7 8 9 16 16 7 10 10 11 11 15
[151] 22 20 11 14 15 7 15 5 12 5 6 4 11 10 4 7 13 14 14 4 9 5 9 12 8
[176] 11 12 12 15 24 22 20 16 9 19 5 13 12 13 10 9 9 20 14 12 11 8 17 13 9
[201] 11 13 16 16 7 6 13 13 24 27 16 11 3 7 14 15 5 12 10 8 12 13 11 9 11
[226] 13 19 17 12 17 15 17 20 19 14 12 20 24 28 31 21 19 15 15 10 13 18 14 15 13
[251] 12 11 11 8 4 7 5 9 3 2 10 4 9 10 11 5 9 9 14 19 11 14 7 6 8
[276] 16 13 5 9 2 12 15 14 9 5 2 6 12 7 7 7 7 7 14 9 8 8 7 16 18
[301] 19 23 17 18 10 6 18 11 11 13 8 11 15 10 12 18 9 19 6 10 10 18 6 10 8
[326] 8 16 16 21 18 19 13 15 6 11 5 15 9 9 9 8 13 13 16 23 19 15 16 19 22
[351] 24 24 18 21 13 24 18 28 36 27 30 30 26 24 17 12 23 18 30 17 18 9 18 14 11
[376] 21 17 16 12 7 8 9 12 11 7 9 7 9 15 23 20 20 23 11 11 14 19 10 9 13
[401] 8 18 24 16 12 17 10 19 11 7 17 10 14 16 8 6 10 13 13 25 15 16 8 5 12
[426] 4 15 1 10 11 8 8 11 6 10 5 2 15 12 9 7 7 12 12 8 10 10 9 15 21
[451] 10 23 10 4 5 8 10 5 5 6 10 15 7 15 10 4 11 10 18 10 12 16 4 12 17
[476] 13 11 10 23 36 21 34 27 19 13 16 22 28 21 16 14 16 12 14 8 19 11 19 10 3
[501] 10 6 7 21 8 12 4 14 12 19 29 26 8 15 5 11 12 13 10 12 9 7 20 18 11
[526] 15 10 18 10 8 9 7 6 10 8 6 6 13 20 16 20 19 5 11 6 9 18 10 13 8
[551] 10 13 14 11 8 8 4 8 10 5 7 11 4 5 12 8 9 16 24 19 17 17 11 5 4
[576] 12 13 21 4 6 7 12 14 11 10 12 8 14 18 14 15 17 9 16 5 18 9 23 31 20
[601] 28 21 27 11 4 11 18 17 18 13 15 16 17 8 12 8 8 12 9 12 9 14 12 13 7
[626] 5 11 9 13 24 20 16 18 7 3 15 23 23 15 13 13 12 8 15 13 20 12 12 13 17
[651] 8 9 14 13 9 12 13 12 14 20 25 21 21 9 8 8 28 25 18 21 11 17 14 19 20
[676] 29 14 14 19 13 26 12 14 25 12 15 16 17 20 25 16 14 21 11 11 10 8 21 18 14
[701] 17 15 20 13 27 20 21 20 19 11 34 31 28 23 17 19 24 25 32 34
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