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.
| Version: | 0.0.1.1000 |
| 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 bgc-jena.mpg.de> |
| 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: statcomp_0.0.1.1000.zip, r-release: statcomp_0.0.1.1000.zip, r-oldrel: statcomp_0.0.1.1000.zip |
| OS X Mavericks binaries: | r-release: statcomp_0.0.1.1000.tgz, r-oldrel: statcomp_0.0.1.1000.tgz |
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