Package: tseriesEntropy
Title: Entropy Based Analysis and Tests for Time Series
Date: 2021-06-16
Version: 0.7-0
Author: Simone Giannerini
Depends: R (>= 2.14.0)
Imports: cubature, methods, parallel, stats, graphics, ks
Suggests:
Description: 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.
Maintainer: Simone Giannerini <simone.giannerini@unibo.it>
License: GPL (>= 2)
Config/pak/sysreqs: make
Repository: https://sgiannerini.r-universe.dev
Date/Publication: 2021-06-16 08:39:56 UTC
RemoteUrl: https://github.com/sgiannerini/tseriesentropy
RemoteRef: HEAD
RemoteSha: 48bd5eca1d80f355ff837cf8d0fe45212f01f28d
NeedsCompilation: yes
Packaged: 2026-10-01 10:12:54 UTC; root