Package: ordinalpattern
Type: Package
Title: Tests Based on Ordinal Patterns
Version: 0.2.0
Date: 2020-3-16
Authors@R: c(
  person("Alexander", "Duerre", role=c("aut","cre"), email="alexander.duerre@udo.edu"),
  person("Alexander", "Schnurr", role=c("aut"), email="schnurr@mathematik.uni-siegen.de"))
Author: Alexander Duerre [aut, cre],
  Alexander Schnurr [aut]
Depends: gtools,mvtnorm
Maintainer: Alexander Duerre <alexander.duerre@udo.edu>
Description: 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.
License: GPL-2 | GPL-3
ByteCompile: true
LazyData: true
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2020-03-21 08:06:05 UTC; alexander
Repository: CRAN
Date/Publication: 2020-03-24 15:30:05 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2020-07-15 17:29:29 UTC; unix
Archs: ordinalpattern.so.dSYM
