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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.9 |
rolling linux/jammy R-4.5 | ordinalpattern_0.2.9.tar.gz |
56.3 KiB |
0.2.9 |
rolling linux/noble R-4.5 | ordinalpattern_0.2.9.tar.gz |
56.3 KiB |
0.2.9 |
rolling source/ R- | ordinalpattern_0.2.9.tar.gz |
8.8 KiB |
0.2.9 |
latest linux/jammy R-4.5 | ordinalpattern_0.2.9.tar.gz |
56.3 KiB |
0.2.9 |
latest linux/noble R-4.5 | ordinalpattern_0.2.9.tar.gz |
56.3 KiB |
0.2.9 |
latest source/ R- | ordinalpattern_0.2.9.tar.gz |
8.8 KiB |
0.2.9 |
2026-04-26 source/ R- | ordinalpattern_0.2.9.tar.gz |
8.8 KiB |
0.2.9 |
2026-04-23 source/ R- | ordinalpattern_0.2.9.tar.gz |
8.8 KiB |
0.2.9 |
2026-04-09 windows/windows R-4.5 | ordinalpattern_0.2.9.zip |
62.8 KiB |
0.2.6 |
2025-04-20 source/ R- | ordinalpattern_0.2.6.tar.gz |
8.8 KiB |