maxd4


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


datasets

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.

Sebastian Sippel

statcomp

Statistical Complexity and Information Measures for Time Series
Analysis

maxd4 function

A data frame with 2139 rows and 2 columns:
<dl> ...
</dl>

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Computed based on Martin, M.T., Plastino, A. and Rosso, O.A., 2006. Generalized statistical complexity measures: Geometrical and analytical properties. Physica A: Statistical Mechanics and its Applications, 369(2), pp.439-462.

maxd4: Maximum curve of time-causal entropy-complexity plane at ndemb=4

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