Complexity of Short and Coarse-Grained Time Series

While there are many well-established measures for identifying critical fluctuations and phase transitions, these measures only work with many points of measurement and thus are unreliable when studying short and coarse-grained time series. This package provides a measure for complexity in a time series that does not rely on long time series (Kaiser (2017), ).


While there are many well-established measures for identifying critical fluctuations and phase transitions, these measures only work with many points of measurement and thus are unreliable when studying short and coarse-grained time series. This package provides a measure for complexity in a time series that does not rely on long time series.

Installation

devtools::install_github("tkaiser86/dyncomp")
library(dyncomp)

News

Reference manual

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install.packages("dyncomp")

0.0.2-1 by Tim Kaiser, 8 months ago


Browse source code at https://github.com/cran/dyncomp


Authors: Tim Kaiser


Documentation:   PDF Manual  


MIT + file LICENSE license


Depends on zoo

Suggests testthat


See at CRAN