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.
Version: 0.1.0 Depends: R (≥ 2.7.0) Imports: stats, zoo, Matrix, graphics Published: 2019-10-28 DOI: 10.32614/CRAN.package.statcomp Author: Sebastian Sippel [aut, cre] (Original package development was supported by MPI Biogeochemistry, BGI Department), Holger Lange [aut], Fabian Gans [aut] Maintainer: Sebastian Sippel <sebastian.sippel at env.ethz.ch> License: GPL-2 NeedsCompilation: yes CRAN checks: statcomp results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=statcomp to link to this page.
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