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) &lt;<a href=”http://dx.doi.org/10.1103/PhysRevLett.88.174102”>doi:10.1103/PhysRevLett.88.174102</a>&gt;). 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