Package: tseriesEntropy 0.7-0
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 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_0.7-0.tar.gz
tseriesEntropy_0.7-0.zip(r-4.5)tseriesEntropy_0.7-0.zip(r-4.4)tseriesEntropy_0.7-0.zip(r-4.3)
tseriesEntropy_0.7-0.tgz(r-4.4-x86_64)tseriesEntropy_0.7-0.tgz(r-4.4-arm64)tseriesEntropy_0.7-0.tgz(r-4.3-x86_64)tseriesEntropy_0.7-0.tgz(r-4.3-arm64)
tseriesEntropy_0.7-0.tar.gz(r-4.5-noble)tseriesEntropy_0.7-0.tar.gz(r-4.4-noble)
tseriesEntropy.pdf |tseriesEntropy.html✨
tseriesEntropy/json (API)
NEWS
| # Install 'tseriesEntropy' in R: |
| install.packages('tseriesEntropy', repos = c('https://sgiannerini.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/sgiannerini/tseriesentropy/issues
Last updated 3 years agofrom:48bd5eca1d. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 05 2024 |
| R-4.5-win-x86_64 | OK | Nov 05 2024 |
| R-4.5-linux-x86_64 | OK | Nov 05 2024 |
| R-4.4-win-x86_64 | OK | Nov 05 2024 |
| R-4.4-mac-x86_64 | OK | Nov 05 2024 |
| R-4.4-mac-aarch64 | OK | Nov 05 2024 |
| R-4.3-win-x86_64 | OK | Nov 05 2024 |
| R-4.3-mac-x86_64 | OK | Nov 05 2024 |
| R-4.3-mac-aarch64 | OK | Nov 05 2024 |
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 - Parallel Version | 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 |
