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tseriesEntropy  

Entropy Based Analysis and Tests for Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tseriesEntropy", "0.7-2")



Attach the package and use:
library("tseriesEntropy")
Maintained by
Simone Giannerini
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-07-04
Latest Update: 2023-08-09
Description:
Implements an Entropy measure of dependence based on the Bhattacharya-Hellinger-Matusita distance. Can be used as a (nonlinear) autocorrelation/crosscorrelation function for continuous and categorical time series. The package includes tests for serial and cross dependence and nonlinearity based on it. Some routines have a parallel version that can be used in a multicore/cluster environment. The package makes use of S4 classes.
How to cite:
Simone Giannerini (2015). tseriesEntropy: Entropy Based Analysis and Tests for Time Series. R package version 0.7-2, https://cran.r-project.org/web/packages/tseriesEntropy. Accessed 05 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:15), 0.5-12 (2015-07-04 09:52), 0.6-0 (2017-04-15 22:31)
Other packages that cited tseriesEntropy R package
View tseriesEntropy citation profile
Other R packages that tseriesEntropy depends, imports, suggests or enhances
Complete documentation for tseriesEntropy
Functions, R codes and Examples using the tseriesEntropy R package
Some associated functions: Srho-class . Srho . Srho.test-class . Srho.test.AR.p . Srho.test . Srho.test.ts.p . Srho.ts-class . Srho.ts . Trho.test.AR.p . Trho.test.SA.p . surrogate.AR . surrogate.ARs . surrogate.SA . 
Some associated R codes: Srho.R . Srho.test.R . Srho.ts.par_files.R . Srho.ts_files.R .  Full tseriesEntropy package functions and examples
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