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:Simone Giannerini

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

Peer review:

Bug tracker:https://github.com/sgiannerini/tseriesentropy/issues

On CRAN:

16 exports 0.63 score 14 dependencies 20 scripts 234 downloads

Last updated 3 years agofrom:48bd5eca1d. Checks:OK: 9. Indexed: yes.

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