migfc {statcomp}

A function to compute Mean information gain (MIG) and Fluctuation complexity (FC)

Description

Calculates MIG and FC

Usage

migfc(x, L)

Arguments

x

A time series

L

word length parameter

Details

MIG and FC are based on a median partitioning of the time series Following Hauhs, M. and Lange, H., 2008. Classification of runoff in headwater catchments: A physical problem?. Geography Compass, 2(1), pp.235-254. ATTENTION: This function is still in development and needs further testing!

Value

A list containing MIG, FC and transition matrices.

Author(s)

Sebastian Sippel

References

Hauhs, M. and Lange, H., (2008) Geography Compass, 2(1), pp.235-254.

Examples

x = arima.sim(model=list(ar = 0.3), n = 10^4)
migfc(x, L=4)