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statcomp (version 0.0.1.1000)

Statistical Complexity and Information Measures for Time Series Analysis

Description

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.

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Install

install.packages('statcomp')

Monthly Downloads

259

Version

0.0.1.1000

License

GPL-2

Maintainer

Sebastian Sippel

Last Published

September 1st, 2016

Functions in statcomp (0.0.1.1000)

limit_curves

Limit curves in the Entropy-Complexity plane
jensen_shannon_divergence

Generalized disequilibrium measure for ordinal pattern distributions based on the Jensen-Shannon Divergence
adjust_pattern

A function to create new pattern-coding schemes for the Fisher Information.
henon_map

A function to generate a time series from the Henon Map
logistic_map

A function to generate a time series from the logistic map
fis

A (low-level) function to compute the Fisher-information
hellinger_distance

Distance measure between ordinal pattern distributions: Hellinger distance
global_complexity

A function to compute global information and complexity measures for time series
maxd5

Maximum curve of time-causal entropy-complexity plane at ndemb=5
maxd4

Maximum curve of time-causal entropy-complexity plane at ndemb=4
ordinal_pattern_distribution

A function to compute ordinal pattern statistics
nbitflips

A function to compute bitflip statistics and time series
mind4

Minimum curve of time-causal entropy-complexity plane at ndemb=4
mind5

Minimum curve of time-causal entropy-complexity plane at ndemb=5
MPR_complexity

A function to compute the MPR-complexity
mind6

Minimum curve of time-causal entropy-complexity plane at ndemb=6
mind3

Minimum curve of time-causal entropy-complexity plane at ndemb=3
maxd6

Maximum curve of time-causal entropy-complexity plane at ndemb=6
powernoise

A function to generate k-noise
quadratic_map

A function to generate a time series from the Quadratic map
skew_tent_map

A function to generate a time series from the logistic map
schuster_map

A function to generate a time series from the Schuster Map
permutation_entropy

A function to compute the permutation entropy
transformPermCoding

A function to generate a vector from an index-transformation vector from a permutation coding scheme
ordinal_pattern_time_series

A function to compute time series of ordinal patterns
rank_to_permutation

A function to convert a "ranks-based" permutation notation to an "index-based" permutation scheme.
weighted_ordinal_pattern_distribution

A function to compute weighted ordinal pattern statistics
tent_map

A function to generate a time series from the logistic map
generate_lehmerperm_matrix

A function to generate the Lehmer permutation ordering.
maxd3

Maximum curve of time-causal entropy-complexity plane at ndemb=3