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ordinalpattern: Tests Based on Ordinal Patterns

Ordinal patterns describe the dynamics of a time series by looking at the ranks of subsequent observations. By comparing ordinal patterns of two times series, Schnurr (2014) <doi:10.1007/s00362-013-0536-8> defines a robust and non-parametric dependence measure: the ordinal pattern coefficient. Functions to calculate this and a method to detect a change in the pattern coefficient proposed in Schnurr and Dehling (2017) <doi:10.1080/01621459.2016.1164706> are provided.

Version: 0.2.3
Depends: gtools, mvtnorm
Published: 2023-08-09
Author: Alexander Duerre [aut, cre], Alexander Schnurr [aut]
Maintainer: Alexander Duerre <alexander.duerre at udo.edu>
License: GPL-2 | GPL-3
NeedsCompilation: yes
CRAN checks: ordinalpattern results

Documentation:

Reference manual: ordinalpattern.pdf

Downloads:

Package source: ordinalpattern_0.2.3.tar.gz
Windows binaries: r-devel: ordinalpattern_0.2.3.zip, r-release: ordinalpattern_0.2.3.zip, r-oldrel: ordinalpattern_0.2.3.zip
macOS binaries: r-release (arm64): ordinalpattern_0.2.3.tgz, r-oldrel (arm64): ordinalpattern_0.2.3.tgz, r-release (x86_64): ordinalpattern_0.2.3.tgz, r-oldrel (x86_64): ordinalpattern_0.2.3.tgz
Old sources: ordinalpattern archive

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