statcomp swMATH ID: 16699 Software Authors: Sebastian Sippel, Holger Lange, Fabian Gans Description: R package statcomp. 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) <<a href=”http://dx.doi.org/10.1103/PhysRevLett.88.174102”>doi:10.1103/PhysRevLett.88.174102</a>>). 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. Homepage: https://cran.r-project.org/web/packages/statcomp/index.html Source Code: https://github.com/cran/statcomp Dependencies: R Keywords: CRAN; R package; Statistical Complexity Measures; Time Series Analysis; Information Theory Quantifiers; ITQ Cited in: 0 Publications