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 and cross 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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.7-2 |
rolling linux/jammy R-4.5 | tseriesEntropy_0.7-2.tar.gz |
332.1 KiB |
0.7-2 |
rolling linux/noble R-4.5 | tseriesEntropy_0.7-2.tar.gz |
332.8 KiB |
0.7-2 |
rolling source/ R- | tseriesEntropy_0.7-2.tar.gz |
43.5 KiB |
0.7-2 |
latest linux/jammy R-4.5 | tseriesEntropy_0.7-2.tar.gz |
332.1 KiB |
0.7-2 |
latest linux/noble R-4.5 | tseriesEntropy_0.7-2.tar.gz |
332.8 KiB |
0.7-2 |
latest source/ R- | tseriesEntropy_0.7-2.tar.gz |
43.5 KiB |
0.7-2 |
2026-04-26 source/ R- | tseriesEntropy_0.7-2.tar.gz |
43.5 KiB |
0.7-2 |
2026-04-23 source/ R- | tseriesEntropy_0.7-2.tar.gz |
43.5 KiB |
0.7-2 |
2026-04-09 windows/windows R-4.5 | tseriesEntropy_0.7-2.zip |
574.2 KiB |
0.7-2 |
2025-04-20 source/ R- | tseriesEntropy_0.7-2.tar.gz |
43.5 KiB |