Statistical Complexity and Information Measures for Time Series Analysis

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Documentation for package ‘statcomp’ version 0.1.0

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Abbe A function to compute Abbe values
adjust_pattern A function to create new pattern-coding schemes for the Fisher Information.
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 time series
hellinger_distance Distance measure between ordinal pattern distributions: Hellinger distance
henon_map A function to generate a time series from the Henon Map
HVG A function to compute Horizontal Visibility Graphs and associated statistics
jensen_shannon_divergence Generalized disequilibrium measure for ordinal pattern distributions based on the Jensen-Shannon Divergence
limit_curves Limit curves in the Entropy-Complexity plane
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 complexity (FC)
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
quadratic_map A function to generate a time series from the Quadratic map
q_complexity A function to compute q-log complexity
rank_to_permutation A function to convert a "ranks-based" permutation notation to an "index-based" permutation scheme.
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 from a permutation coding scheme
Turning_point A function to compute Turning points
weighted_ordinal_pattern_distribution A function to compute weighted ordinal pattern statistics