r-statcomp 0.1.0
Channel: guix-cran
Home page: https://cran.r-project.org/package=statcomp
Licenses: GPL 2
Synopsis: 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) <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.
Total results: 1