Package: ordinalpattern 0.2.6
Angelika Silbernagel
ordinalpattern: Tests Based on Ordinal Patterns
Ordinal patterns describe the dynamics of a time series by looking at the ranks of subsequent observations. By comparing ordinal patterns of two times series, Schnurr (2014) <doi:10.1007/s00362-013-0536-8> defines a robust and non-parametric dependence measure: the ordinal pattern coefficient. Functions to calculate this and a method to detect a change in the pattern coefficient proposed in Schnurr and Dehling (2017) <doi:10.1080/01621459.2016.1164706> are provided. Furthermore, the package contains a function for calculating the ordinal pattern frequencies. Generalized ordinal patterns as proposed by Schnurr and Fischer (2022) <doi:10.1016/j.csda.2022.107472> are also considered.
Authors:
ordinalpattern_0.2.6.tar.gz
ordinalpattern_0.2.6.tar.gz(r-4.5-noble)ordinalpattern_0.2.6.tar.gz(r-4.4-noble)
ordinalpattern_0.2.6.tgz(r-4.4-emscripten)ordinalpattern_0.2.6.tgz(r-4.3-emscripten)
ordinalpattern.pdf |ordinalpattern.html✨
ordinalpattern/json (API)
| # Install 'ordinalpattern' in R: |
| install.packages('ordinalpattern', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 months agofrom:9df34f0a50. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 25 2024 |
| R-4.5-linux-x86_64 | OK | Nov 25 2024 |
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Empirical Ordinal Pattern Distribution | countingpatterns print.patterncounts |
| Changepoint Detection Using Ordinal Patterns | patternchange plot.change |
| Ordinal Pattern Dependence | patterndependence plot.pattern print.pattern |