statcomp (version 0.1.0)

MPR_complexity: A function to compute the MPR-complexity

Description

The function computes the MPR complexity, i.e. a generalized (global) complexity measure based on the Jenson-Shannon divergence.

Usage

MPR_complexity(opd)

Arguments

opd

A numeric vector that details an ordinal pattern distribution.

Value

The normalized MPR complexity measure in the range [0, 1].

Details

Generalized complexity measures combine an information measure (i.e. entropy) with the distance of the distribution from the uniform distribution ("disequilibrium"). As a global measure, MPR-complexity is insensitive to the permutation coding scheme.

References

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.

Examples

# NOT RUN {
x = arima.sim(model=list(ar = 0.3), n = 10^4)
opd = ordinal_pattern_distribution(x = x, ndemb = 6)
MPR_complexity(opd)
# }