statcomp

Statistical Complexity and Information Measures for Time Series Analysis

CRAN Package

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)). 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.

  • Version0.1.0
  • R version≥ 2.7.0
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release10/28/2019

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  • Imports2 packages
  • Reverse Imports1 package