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. 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:	0.2.5
Depends:	gtools, mvtnorm
Published:	2024-08-21
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

Documentation:

Reference manual:

ordinalpattern.pdf

Downloads:

Package source:	ordinalpattern_0.2.5.tar.gz
Windows binaries:	r-devel: ordinalpattern_0.2.5.zip, r-release: ordinalpattern_0.2.5.zip, r-oldrel: ordinalpattern_0.2.5.zip
macOS binaries:	r-release (arm64): ordinalpattern_0.2.5.tgz, r-oldrel (arm64): ordinalpattern_0.2.5.tgz, r-release (x86_64): ordinalpattern_0.2.5.tgz, r-oldrel (x86_64): ordinalpattern_0.2.5.tgz
Old sources:	ordinalpattern archive

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