Package: statcomp 0.1.0

Sebastian Sippel

statcomp: Statistical Complexity and Information Measures for Time Series Analysis

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.

Authors:Sebastian Sippel [aut, cre], Holger Lange [aut], Fabian Gans [aut]

statcomp_0.1.0.tar.gz
statcomp_0.1.0.tar.gz(r-4.5-noble)statcomp_0.1.0.tar.gz(r-4.4-noble)
statcomp_0.1.0.tgz(r-4.4-emscripten)statcomp_0.1.0.tgz(r-4.3-emscripten)
statcomp.pdf |statcomp.html✨
statcomp/json (API)

# Install 'statcomp' in R:
install.packages('statcomp', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • 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
  • 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

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

30 exports 4 stars 1.45 score 3 dependencies 1 dependents 3 mentions 49 scripts 190 downloads

Last updated 5 years agofrom:6d34a467d9. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 24 2024
R-4.5-linux-x86_64OKAug 24 2024

Exports:Abbeadjust_patterncomplexity_Renyifisgenerate_lehmerperm_matrixglobal_complexityhellinger_distancehenon_mapHVGjensen_shannon_divergencelimit_curveslogistic_mapmigfcMPR_complexitynbitflipsordinal_pattern_distributionordinal_pattern_time_seriespermutation_entropypermutation_entropy_qlogpermutation_entropy_Renyipowernoiseq_complexityquadratic_maprank_to_permutationschuster_mapskew_tent_maptent_maptransformPermCodingTurning_pointweighted_ordinal_pattern_distribution

Dependencies:latticeMatrixzoo

Readme and manuals

Help Manual

Help pageTopics
A function to compute Abbe valuesAbbe
A function to create new pattern-coding schemes for the Fisher Information.adjust_pattern
A function to compute Renyi complexitycomplexity_Renyi
A (low-level) function to compute the Fisher-informationfis
A function to generate the Lehmer permutation ordering.generate_lehmerperm_matrix
A function to compute global information and complexity measures for time seriesglobal_complexity
Distance measure between ordinal pattern distributions: Hellinger distancehellinger_distance
A function to generate a time series from the Henon Maphenon_map
A function to compute Horizontal Visibility Graphs and associated statisticsHVG
Generalized disequilibrium measure for ordinal pattern distributions based on the Jensen-Shannon Divergencejensen_shannon_divergence
Limit curves in the Entropy-Complexity planelimit_curves
A function to generate a time series from the logistic maplogistic_map
Maximum curve of time-causal entropy-complexity plane at ndemb=3maxd3
Maximum curve of time-causal entropy-complexity plane at ndemb=4maxd4
Maximum curve of time-causal entropy-complexity plane at ndemb=5maxd5
Maximum curve of time-causal entropy-complexity plane at ndemb=6maxd6
A function to compute Mean information gain (MIG) and Fluctuation complexity (FC)migfc
Minimum curve of time-causal entropy-complexity plane at ndemb=3mind3
Minimum curve of time-causal entropy-complexity plane at ndemb=4mind4
Minimum curve of time-causal entropy-complexity plane at ndemb=5mind5
Minimum curve of time-causal entropy-complexity plane at ndemb=6mind6
A function to compute the MPR-complexityMPR_complexity
A function to compute bitflip statistics and time seriesnbitflips
A function to compute ordinal pattern statisticsordinal_pattern_distribution
A function to compute time series of ordinal patternsordinal_pattern_time_series
A function to compute the permutation entropypermutation_entropy
A function to compute q-log permutation entropypermutation_entropy_qlog
A function to compute Renyi entropypermutation_entropy_Renyi
A function to generate k-noisepowernoise
A function to compute q-log complexityq_complexity
A function to generate a time series from the Quadratic mapquadratic_map
A function to convert a "ranks-based" permutation notation to an "index-based" permutation scheme.rank_to_permutation
A function to generate a time series from the Schuster Mapschuster_map
A function to generate a time series from the logistic mapskew_tent_map
A function to generate a time series from the logistic maptent_map
A function to generate a vector from an index-transformation vector from a permutation coding schemetransformPermCoding
A function to compute Turning pointsTurning_point
A function to compute weighted ordinal pattern statisticsweighted_ordinal_pattern_distribution