tseriesEntropy: Entropy Based Analysis and Tests for Time Series (original) (raw)
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.
Version: | 0.7-2 |
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Depends: | R (≥ 2.14.0) |
Imports: | cubature, methods, parallel, stats, graphics, ks |
Suggests: | knitr, rmarkdown |
Published: | 2023-08-09 |
DOI: | 10.32614/CRAN.package.tseriesEntropy |
Author: | Simone Giannerini |
Maintainer: | Simone Giannerini <simone.giannerini at unibo.it> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | yes |
Citation: | tseriesEntropy citation info |
Materials: | README, NEWS |
In views: | TimeSeries |
CRAN checks: | tseriesEntropy results |
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