transformPermCoding: A function to generate a vector from an index-transformation...

In statcomp: Statistical Complexity and Information Measures for Time Series Analysis

Description

Generates a position vector to change the ordinal pattern distribution in the default permutation coding scheme (i.e. generated by ordinal_pattern_distribution(x, ndemb)) into a user-specified coding scheme. This is a required input for the function changePermCodingOPD.

Usage

transformPermCoding(target_pattern, ndemb)

Arguments

target_pattern	A numeric matrix that specifies the pattern to be transformed into the position vector.
ndemb	Embedding dimension of the ordinal patterns (i.e. sliding window size). Should be chosen such as length(x) >> ndemb

Details

This function returns a character vector to transform the output of ordinal_pattern_distribution (permutation coding as of Keller and Sinn, 2005) into a user-specified permutation coding scheme. For example, pattern #5 in "lehmerperm" (ndemb = 5) is given by the ranks c(0, 1, 4, 2, 3). This corresponds to pattern #41 in the (original) Keller coding scheme, as given by transformPermCoding(target_pattern = "lehmerperm", ndemb = 5)[5].

Value

A numeric vector of length factorial(ndemb), which contains the positions of the corresponding patterns in the Keller Coding scheme.

Author(s)

Sebastian Sippel

References

Olivares, F., Plastino, A. and Rosso, O.A., 2012. Ambiguities in Bandt-Pompe's methodology for local entropic quantifiers. Physica A: Statistical Mechanics and its Applications, 391(8), pp.2518-2526.

Examples

transformPermCoding(target_pattern = "lehmerperm", ndemb = 4)

statcomp documentation built on Oct. 18, 2019, 3:01 p.m.