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 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: 0.6-0
Depends: R (≥ 2.14.0)
Imports: cubature, methods, parallel, stats, graphics, ks
Published: 2017-04-15
Author: Simone Giannerini
Maintainer: Simone Giannerini <simone.giannerini at unibo.it>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: tseriesEntropy citation info
Materials: ChangeLog
In views: TimeSeries
CRAN checks: tseriesEntropy results


Reference manual: tseriesEntropy.pdf
Package source: tseriesEntropy_0.6-0.tar.gz
Windows binaries: r-devel: tseriesEntropy_0.6-0.zip, r-release: tseriesEntropy_0.6-0.zip, r-oldrel: tseriesEntropy_0.6-0.zip
OS X El Capitan binaries: r-release: tseriesEntropy_0.6-0.tgz
OS X Mavericks binaries: r-oldrel: tseriesEntropy_0.6-0.tgz
Old sources: tseriesEntropy archive


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