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.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:

Please use the canonical form https://CRAN.R-project.org/package=tseriesEntropy to link to this page.