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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. Furthermore, the package contains a function for calculating the ordinal pattern frequencies. Generalized ordinal patterns as proposed by Schnurr and Fischer (2022) <doi:10.1016/j.csda.2022.107472> are also considered.
| Version: | 0.2.6 |
| Depends: | gtools, mvtnorm |
| Published: | 2024-11-11 |
| DOI: | 10.32614/CRAN.package.ordinalpattern |
| Author: | Alexander Duerre [aut], Svenja Fischer [ctb], Alexander Schnurr [aut], Angelika Silbernagel [aut, cre] |
| Maintainer: | Angelika Silbernagel <silbernagel at mathematik.uni-siegen.de> |
| License: | GPL-2 | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | ordinalpattern results |
| Reference manual: | ordinalpattern.pdf |
| Package source: | ordinalpattern_0.2.6.tar.gz |
| Windows binaries: | r-devel: ordinalpattern_0.2.6.zip, r-release: ordinalpattern_0.2.6.zip, r-oldrel: ordinalpattern_0.2.6.zip |
| macOS binaries: | r-release (arm64): ordinalpattern_0.2.6.tgz, r-oldrel (arm64): ordinalpattern_0.2.6.tgz, r-release (x86_64): ordinalpattern_0.2.6.tgz, r-oldrel (x86_64): ordinalpattern_0.2.6.tgz |
| Old sources: | ordinalpattern archive |
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