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 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 |
| 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 
[aut, cre] |
| 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 |
Documentation:
| Reference manual: | tseriesEntropy.html , tseriesEntropy.pdf |
Downloads:
| Package source: | tseriesEntropy_0.7-2.tar.gz |
| Windows binaries: | r-devel: tseriesEntropy_0.7-2.zip, r-release: tseriesEntropy_0.7-2.zip, r-oldrel: tseriesEntropy_0.7-2.zip |
| macOS binaries: | r-release (arm64): tseriesEntropy_0.7-2.tgz, r-oldrel (arm64): tseriesEntropy_0.7-2.tgz, r-release (x86_64): tseriesEntropy_0.7-2.tgz, r-oldrel (x86_64): tseriesEntropy_0.7-2.tgz |
| Old sources: | tseriesEntropy archive |
Linking:
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