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DESCRIPTION
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DESCRIPTION
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Package: statcomp
Title: Statistical Complexity and Information Measures for Time Series
Analysis
Version: 0.0.1.1000
Authors@R: c(person("Sebastian", "Sippel", , "[email protected]", role = c("aut", "cre")), person("Holger", "Lange", , "[email protected]", role = c("aut")), person("Fabian", "Gans", , "[email protected]", role = c("aut")))
Author: Sebastian Sippel [aut, cre], Holger Lange [aut], Fabian Gans [aut]
Maintainer: Sebastian Sippel <[email protected]>
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.
Depends: R (>= 2.7.0)
License: GPL-2
LazyData: true
Imports: stats, zoo
Packaged: 2016-09-01 14:01:07 UTC; ssippel
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2016-09-01 18:30:15