CRAN/E | ordinalpattern

ordinalpattern

Tests Based on Ordinal Patterns

Installation

About

Ordinal patterns describe the dynamics of a time series by looking at the ranks of subsequent observations. By comparing ordinal patterns of two times series, Schnurr (2014) doi:10.1007/s00362-013-0536-8 defines a robust and non-parametric dependence measure: the ordinal pattern coefficient. Functions to calculate this and a method to detect a change in the pattern coefficient proposed in Schnurr and Dehling (2017) doi:10.1080/01621459.2016.1164706 are provided.

Key Metrics

Version 0.2.4
Published 2024-06-06 125 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks ordinalpattern results

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Maintainer

Maintainer

Alexander Duerre

Authors

Alexander Duerre

aut / cre

Alexander Schnurr

aut

Angelika Silbernagel

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ordinalpattern archive

Depends

gtools
mvtnorm