Package: tseriesEntropy
Title: Entropy Based Analysis and Tests for Time Series
Date: 2017-04-15
Version: 0.6-0
Author: Simone Giannerini
Depends: R (>= 2.14.0)
Imports: cubature, methods, parallel, stats, graphics, ks
Suggests:
Description: 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.
Maintainer: Simone Giannerini <simone.giannerini@unibo.it>
License: GPL (>= 2)
NeedsCompilation: yes
Packaged: 2017-04-15 17:09:02 UTC; Simone
Repository: CRAN
Date/Publication: 2017-04-15 20:31:49 UTC
Built: R 4.1.0; x86_64-apple-darwin17.0; 2021-05-27 00:34:01 UTC; unix
Archs: tseriesEntropy.so.dSYM
