Srho-class

plot,Srho,missing-method

show,Srho-method

A class for <code>Srho</code> and its extensions

classes

Implements an Entropy measure of dependence based on the Bhattacharya-Hellinger-Matusita distance. Can be used as a (nonlinear) autocorrelation/crosscorrelation function for continuous and categorical time series. The package includes tests for serial and cross dependence and nonlinearity based on it. Some routines have a parallel version that can be used in a multicore/cluster environment. The package makes use of S4 classes.

Simone Giannerini

tseriesEntropy

Entropy Based Analysis and Tests for Time Series

Srho-class function

Objects can be created by calls of the form <code>new("Srho", ...)</code>.

Objects from the Class

<dl>
 <dt><code>.Data</code>:</dt>
<dd>Object of class <code>"numeric"</code>: contains Srho computed on the data set.</dd> <dt><code>lags</code>:</dt>
<dd>Object of class <code>"integer"</code>: contains the lags at which Srho is computed.</dd> <dt><code>stationary</code>:</dt>
<dd>Object of class <code>"logical"</code>: <code>TRUE</code> if the stationary version is computed.</dd> <dt><code>data.type</code>:</dt>
<dd>Object of class <code>"character"</code>: contains the data type.</dd> <dt><code>notes</code>:</dt>
<dd>Object of class <code>"character"</code>: additional notes.</dd> 
</dl>

Slots

<dl>
 <dt>plot</dt>
<dd><code>signature(x = "Srho", y = "missing")</code>: ...</dd> <dt>show</dt>
<dd><code>signature(object = "Srho")</code>: ...</dd>	 
</dl>

Methods

Simone Giannerini &lt;simone.giannerini@unibo.it&gt;

Author

Class "Srho" — Srho-class

<dl>
 <dt><code>.Data</code>:</dt>
<dd>Object of class <code>"numeric"</code>: contains Srho computed on the data set.</dd>

 <dt><code>lags</code>:</dt>
<dd>Object of class <code>"integer"</code>: contains the lags at which Srho is computed.</dd>

 <dt><code>stationary</code>:</dt>
<dd>Object of class <code>"logical"</code>: <code>TRUE</code> if the stationary version is computed.</dd>

 <dt><code>data.type</code>:</dt>
<dd>Object of class <code>"character"</code>: contains the data type.</dd>

 <dt><code>notes</code>:</dt>
<dd>Object of class <code>"character"</code>: additional notes.</dd>

 
</dl>

<dl>
 <dt>plot</dt>
<dd><code>signature(x = "Srho", y = "missing")</code>: ...</dd>

 <dt>show</dt>
<dd><code>signature(object = "Srho")</code>: ...</dd>

	 
</dl>

Srho-class: Class "Srho"

Description

Arguments

Objects from the Class

Slots

Methods

Author

See Also

Examples