Learn R Programming

statcomp (version 0.1.0)

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.

Copy Link

Version

Install

install.packages('statcomp')

Monthly Downloads

259

Version

0.1.0

License

GPL-2

Maintainer

Sebastian Sippel

Last Published

October 28th, 2019

Functions in statcomp (0.1.0)

maxd3

Maximum curve of time-causal entropy-complexity plane at ndemb=3
mind6

Minimum curve of time-causal entropy-complexity plane at ndemb=6
maxd4

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

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

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

A function to generate k-noise
permutation_entropy_qlog

A function to compute q-log permutation entropy
limit_curves

Limit curves in the Entropy-Complexity plane
weighted_ordinal_pattern_distribution

A function to compute weighted ordinal pattern statistics
complexity_Renyi

A function to compute Renyi complexity
migfc

A function to compute Mean information gain (MIG) and Fluctuation complexity (FC)
mind4

Minimum curve of time-causal entropy-complexity plane at ndemb=4
mind3

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

A function to compute ordinal pattern statistics
mind5

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

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

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

A function to generate a time series from the Henon Map
maxd5

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

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

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

A function to compute q-log complexity
ordinal_pattern_time_series

A function to compute time series of ordinal patterns
nbitflips

A function to compute bitflip statistics and time series
skew_tent_map

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

A function to generate a time series from the logistic map
maxd6

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

A function to compute Renyi entropy
permutation_entropy

A function to compute the permutation entropy
Turning_point

A function to compute Turning points
generate_lehmerperm_matrix

A function to generate the Lehmer permutation ordering.
MPR_complexity

A function to compute the MPR-complexity
adjust_pattern

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

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

A function to compute Abbe values
HVG

A function to compute Horizontal Visibility Graphs and associated statistics
global_complexity

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

Distance measure between ordinal pattern distributions: Hellinger distance