statcomp: Statistical Complexity and Information Measures for Time Series Analysis

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 deterministic-chaotic processes for ITQ testing are provided.

Depends: R (≥ 2.7.0)
Imports: stats, zoo
Published: 2016-09-01
Author: Sebastian Sippel [aut, cre], Holger Lange [aut], Fabian Gans [aut]
Maintainer: Sebastian Sippel <ssippel at>
License: GPL-2
NeedsCompilation: yes
CRAN checks: statcomp results


Reference manual: statcomp.pdf
Package source: statcomp_0.0.1.1000.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: statcomp_0.0.1.1000.tgz, r-oldrel: statcomp_0.0.1.1000.tgz


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