Entropy Based Analysis and Tests for Time Series
Overview
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.
- The Fortran sources have been cleaned and improved to comply with the new CRAN checks. The most notable change
is the adoption of portable kind parameters, as recommended by the Fortran best practices.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 13
- Examples that run
- 69%9 run in a plain check · 4 never run
- Exported functions with examples
- 100%
- Documented parameters
- 84%
- Return-value docs
- 100%
- Help pages citing references
- 77%
Downloads
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.7-2Latest
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 0.6-0
- RR 3.3.0 released · 2016-05-03
- 0.5-122015-07-04
- RR 3.2.0 released · 2015-04-16
Package metadata
- First published
- 2015-07-04
- Total releases
- 3 / 11 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.14.0
- Download size
- 43 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("tseriesEntropy")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.1093/biomet/asv007.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.