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:Alexander Duerre [aut], Svenja Fischer [ctb], Alexander Schnurr [aut], Angelika Silbernagel [aut, cre]

ordinalpattern_0.2.6.tar.gz
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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 = 'https://cloud.r-project.org')

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.48 score 451 downloads 3 exports 2 dependencies

Last updated 5 months agofrom:9df34f0a50. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 25 2025
R-4.5-linux-x86_64OKMar 25 2025
R-4.4-linux-x86_64OKMar 25 2025

Exports:countingpatternspatternchangepatterndependence

Dependencies:gtoolsmvtnorm

Citation

To cite package ‘ordinalpattern’ in publications use:

Duerre A, Schnurr A, Silbernagel A (2024). ordinalpattern: Tests Based on Ordinal Patterns. R package version 0.2.6, https://CRAN.R-project.org/package=ordinalpattern.

Corresponding BibTeX entry: 

  @Manual{,
    title = {ordinalpattern: Tests Based on Ordinal Patterns},
    author = {Alexander Duerre and Alexander Schnurr and Angelika
      Silbernagel},
    year = {2024},
    note = {R package version 0.2.6},
    url = {https://CRAN.R-project.org/package=ordinalpattern},
  }

Readme and manuals

Help Manual

Help pageTopics
Empirical Ordinal Pattern Distributioncountingpatterns print.patterncounts
Changepoint Detection Using Ordinal Patternspatternchange plot.change
Ordinal Pattern Dependencepatterndependence plot.pattern print.pattern