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: | 0.2.0 |
| Depends: | gtools, mvtnorm |
| Published: | 2020-03-24 |
| 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 |
| Reference manual: | ordinalpattern.pdf |
| Package source: | ordinalpattern_0.2.0.tar.gz |
| Windows binaries: | r-devel: ordinalpattern_0.2.0.zip, r-release: ordinalpattern_0.2.0.zip, r-oldrel: ordinalpattern_0.2.0.zip |
| macOS binaries: | r-release: ordinalpattern_0.2.0.tgz, r-oldrel: ordinalpattern_0.2.0.tgz |
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