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ordinalpattern  

Tests Based on Ordinal Patterns
View on CRAN: Click here


Download and install ordinalpattern package within the R console
Install from CRAN:
install.packages("ordinalpattern")

Install from Github:
library("remotes")
install_github("cran/ordinalpattern")

Install by package version:
library("remotes")
install_version("ordinalpattern", "0.2.6")



Attach the package and use:
library("ordinalpattern")
Maintained by
Angelika Silbernagel
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-24
Latest Update: 2023-08-09
Description:
Ordinal patterns describe the dynamics of a time series by looking at the ranks of subsequent observations. By comparing ordinal patterns of two times series, Schnurr (2014) defines a robust and non-parametric dependence measure: the ordinal pattern coefficient. Functions to calculate this and a method to detect a change in the pattern coefficient proposed in Schnurr and Dehling (2017) are provided.
How to cite:
Angelika Silbernagel (2020). ordinalpattern: Tests Based on Ordinal Patterns. R package version 0.2.6, https://cran.r-project.org/web/packages/ordinalpattern. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.2.0 (2020-03-24 16:30), 0.2.1 (2022-10-09 21:10), 0.2.3 (2023-08-09 12:50), 0.2.4 (2024-06-06 15:10), 0.2.5 (2024-08-21 13:00)
Other packages that cited ordinalpattern R package
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Other R packages that ordinalpattern depends, imports, suggests or enhances
Complete documentation for ordinalpattern
Functions, R codes and Examples using the ordinalpattern R package
Some associated functions: patternchange . patterndependence . 
Some associated R codes: Pattern.R .  Full ordinalpattern package functions and examples
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