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statcomp  

Statistical Complexity and Information Measures for Time Series Analysis
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("statcomp", "0.1.0")



Attach the package and use:
library("statcomp")
Maintained by
Sebastian Sippel
[Scholar Profile | Author Map]
First Published: 2016-09-01
Latest Update: 2019-10-28
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.
How to cite:
Sebastian Sippel (2016). statcomp: Statistical Complexity and Information Measures for Time Series Analysis. R package version 0.1.0, https://cran.r-project.org/web/packages/statcomp. Accessed 29 Mar. 2025.
Previous versions and publish date:
0.0.1.1000 (2016-09-01 18:30)
Other packages that cited statcomp R package
View statcomp citation profile
Other R packages that statcomp depends, imports, suggests or enhances
Complete documentation for statcomp
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