Package: tseriesEntropy 0.7-2
Simone Giannerini
tseriesEntropy: Entropy Based Analysis and Tests for Time Series
Implements an Entropy measure of dependence based on the Bhattacharya-Hellinger-Matusita distance. Can be used as a (nonlinear) autocorrelation/crosscorrelation function for continuous and categorical time series. The package includes tests for serial and cross dependence and nonlinearity based on it. Some routines have a parallel version that can be used in a multicore/cluster environment. The package makes use of S4 classes.
Authors:
tseriesEntropy_0.7-2.tar.gz
tseriesEntropy_0.7-2.zip(r-4.7-x86_64)tseriesEntropy_0.7-2.zip(r-4.7-arm64)tseriesEntropy_0.7-2.zip(r-4.6-x86_64)tseriesEntropy_0.7-2.zip(r-4.6-arm64)
tseriesEntropy_0.7-2.tar.gz(r-4.7-arm64)tseriesEntropy_0.7-2.tar.gz(r-4.7-x86_64)tseriesEntropy_0.7-2.tar.gz(r-4.6-arm64)tseriesEntropy_0.7-2.tar.gz(r-4.6-x86_64)
tseriesEntropy_0.7-2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
tseriesEntropy/json (API)
| # Install 'tseriesEntropy' in R: |
| install.packages('tseriesEntropy', 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 from:9d04a8b9a2. Checks:9 OK, 1 WARNING. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 97 | ||
| linux-devel-x86_64 | OK | 126 | ||
| source / vignettes | OK | 173 | ||
| linux-release-arm64 | OK | 105 | ||
| linux-release-x86_64 | OK | 124 | ||
| windows-devel-arm64 | OK | 246 | ||
| windows-devel-x86_64 | OK | 146 | ||
| windows-release-arm64 | WARNING | 188 | ||
| windows-release-x86_64 | OK | 106 | ||
| wasm-release | OK | 92 |
Exports:plotshowSrhoSrho.testSrho.test.ARSrho.test.AR.pSrho.test.tsSrho.test.ts.pSrho.tssurrogate.ARsurrogate.ARssurrogate.SATrho.test.ARTrho.test.AR.pTrho.test.SATrho.test.SA.p
Dependencies:cubatureFNNkernlabKernSmoothkslatticeMatrixmclustmgcvmulticoolmvtnormnlmepracmaRcpp
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Entropy Measure Of Serial And Cross Dependence | Srho |
| Class "Srho" | plot,Srho,missing-method show,Srho-method Srho-class |
| Entropy Test For Serial And Cross Dependence For Categorical Sequences | Srho.test |
| Class "Srho.test" | plot,Srho.test,missing-method show,Srho.test-method Srho.test-class |
| Entropy Tests For Nonlinearity In Time Series - Parallel Version | Srho.test.AR Srho.test.AR.p |
| Entropy Tests Of Serial And Cross Dependence For Time Series | Srho.test.ts Srho.test.ts.p |
| Entropy Measure Of Serial And Cross Dependence | Srho.ts |
| Class "Srho.ts" | show,Srho.ts-method Srho.ts-class |
| Surrogate Time Series Through AR Modeling (Sieve Bootstrap) | surrogate.AR |
| Surrogate Time Series Through A Modeling (Smoothed Sieve Bootstrap) | surrogate.ARs |
| Surrogate Time Series Through Simulated Annealing | surrogate.SA |
| Entropy Tests For Nonlinearity In Time Series - Parallel Version | Trho.test.AR Trho.test.AR.p |
| Entropy Tests For Nonlinearity In Time Series - Parallel Version | Trho.test.SA Trho.test.SA.p |