statcomp0.1.0 package

Statistical Complexity and Information Measures for Time Series Analysis

Abbe

A function to compute Abbe values

adjust_pattern

A function to create new pattern-coding schemes for the Fisher Informa...

complexity_Renyi

A function to compute Renyi complexity

fis

A (low-level) function to compute the Fisher-information

generate_lehmerperm_matrix

A function to generate the Lehmer permutation ordering.

global_complexity

A function to compute global information and complexity measures for t...

hellinger_distance

Distance measure between ordinal pattern distributions: Hellinger dist...

henon_map

A function to generate a time series from the Henon Map

HVG

A function to compute Horizontal Visibility Graphs and associated stat...

jensen_shannon_divergence

Generalized disequilibrium measure for ordinal pattern distributions b...

logistic_map

A function to generate a time series from the logistic map

maxd3

Maximum curve of time-causal entropy-complexity plane at ndemb=3

maxd4

Maximum curve of time-causal entropy-complexity plane at ndemb=4

maxd5

Maximum curve of time-causal entropy-complexity plane at ndemb=5

maxd6

Maximum curve of time-causal entropy-complexity plane at ndemb=6

migfc

A function to compute Mean information gain (MIG) and Fluctuation comp...

mind3

Minimum curve of time-causal entropy-complexity plane at ndemb=3

mind4

Minimum curve of time-causal entropy-complexity plane at ndemb=4

mind5

Minimum curve of time-causal entropy-complexity plane at ndemb=5

mind6

Minimum curve of time-causal entropy-complexity plane at ndemb=6

MPR_complexity

A function to compute the MPR-complexity

nbitflips

A function to compute bitflip statistics and time series

ordinal_pattern_distribution

A function to compute ordinal pattern statistics

ordinal_pattern_time_series

A function to compute time series of ordinal patterns

permutation_entropy

A function to compute the permutation entropy

permutation_entropy_qlog

A function to compute q-log permutation entropy

permutation_entropy_Renyi

A function to compute Renyi entropy

powernoise

A function to generate k-noise

q_complexity

A function to compute q-log complexity

quadratic_map

A function to generate a time series from the Quadratic map

rank_to_permutation

A function to convert a "ranks-based" permutation notation to an "inde...

schuster_map

A function to generate a time series from the Schuster Map

skew_tent_map

A function to generate a time series from the logistic map

tent_map

A function to generate a time series from the logistic map

transformPermCoding

A function to generate a vector from an index-transformation vector fr...

Turning_point

A function to compute Turning points

weighted_ordinal_pattern_distribution

A function to compute weighted ordinal pattern statistics

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.

  • Maintainer: Sebastian Sippel
  • License: GPL-2
  • Last published: 2019-10-28