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.

Version: 0.1.0
Depends: R (≥ 2.7.0)
Imports: stats, zoo, Matrix, graphics
Published: 2019-10-28
Author: Sebastian Sippel [aut, cre] (Original package development was supported by MPI Biogeochemistry, BGI Department), Holger Lange [aut], Fabian Gans [aut]
Maintainer: Sebastian Sippel <sebastian.sippel at env.ethz.ch>
License: GPL-2
NeedsCompilation: yes
CRAN checks: statcomp results

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Reference manual: statcomp.pdf
Package source: statcomp_0.1.0.tar.gz
Windows binaries: r-devel: statcomp_0.1.0.zip, r-devel-gcc8: statcomp_0.1.0.zip, r-release: statcomp_0.1.0.zip, r-oldrel: statcomp_0.1.0.zip
OS X binaries: r-release: statcomp_0.1.0.tgz, r-oldrel: statcomp_0.1.0.tgz
Old sources: statcomp archive

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