ci_ordinal_dispersion

<code>ci_ordinal_dispersion</code> constructs a confidence interval for the
ordinal dispersion (block distance)

An implementation of several functions for feature extraction in
ordinal time series datasets. Specifically, some of the features proposed by
Weiss (2019) <doi:10.1080/01621459.2019.1604370> can be computed.
These features can be used to perform inferential tasks or to feed machine
learning algorithms for ordinal time series, among others. The package also includes some
interesting datasets containing financial time series. Practitioners from a
broad variety of fields could benefit from the general framework provided
by 'otsfeatures'.

Angel Lopez-Oriona

otsfeatures

Ordinal Time Series Analysis

Jose A. Vilar

ci_ordinal_dispersion function

<dl><dt>series</dt>
<dd>An OTS (numerical vector with integers).</dd>
<dt>states</dt>
<dd>A numeric vector containing the corresponding
states.</dd>
<dt>level</dt>
<dd>The confidence level (default is 0.95).</dd>
<dt>temporal</dt>
<dd>Logical. If <code>temporal = TRUE</code> (default), the interval is computed for a time series. Otherwise,
the interval is computed for i.i.d. data.</dd>
<dt>max_lag</dt>
<dd>If <code>temporal = TRUE</code>, the maximum considered lag to compute the
estimates related to the cumulative joint probabilities.</dd></dl>

Arguments

Ángel López-Oriona, José A. Vilar

Author

Constructs a confidence interval for the
ordinal dispersion (block distance) — ci_ordinal_dispersion

<dl>

<dt>series</dt>
<dd>An OTS (numerical vector with integers).</dd>


<dt>states</dt>
<dd>A numeric vector containing the corresponding
states.</dd>


<dt>level</dt>
<dd>The confidence level (default is 0.95).</dd>


<dt>temporal</dt>
<dd>Logical. If <code>temporal = TRUE</code> (default), the interval is computed for a time series. Otherwise,
the interval is computed for i.i.d. data.</dd>


<dt>max_lag</dt>
<dd>If <code>temporal = TRUE</code>, the maximum considered lag to compute the
estimates related to the cumulative joint probabilities.</dd>

</dl>

ci_ordinal_dispersion: Constructs a confidence interval for the ordinal dispersion (block distance)

Description

Usage

Value

Arguments

Author

Details

References

Examples