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tseriesEntropy
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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
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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 01 Feb. 2025.
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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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