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.

Documentation

Manual: statcomp.pdf
Vignette: None available.

Maintainer: Sebastian Sippel <ssippel at bgc-jena.mpg.de>

Author(s): Sebastian Sippel*, Holger Lange*, Fabian Gans*

Install package and any missing dependencies by running this line in your R console:

install.packages("statcomp")

Depends R (>= 2.7.0)
Imports stats, zoo
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Package statcomp
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Version 0.0.1.1000
Published 2016-09-01
License GPL-2
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NeedsCompilation yes
Citation
CRAN checks statcomp check results
Package source statcomp_0.0.1.1000.tar.gz