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tseriesEntropy

0.7-2Package record

Entropy Based Analysis and Tests for Time Series

0packages depend
3.1Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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.

Changes in 0.7-2
  • 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

CRAN checks
13OK
Slowest check: 2.8 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.7-2
READMEYes · 197 wordsVignettesNoNEWSYes · 100% structured · mentions 0.7-2Citation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
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

3.1K
CRAN downloads in the past year
Rank #13,475 · ~8/day · ~257/mo
Daily download trend is not available in this view yet.
29530 days
86490 days
3.1K1 year
Compare downloads with other packages →
Also on370 r2u5 autocran86 c2d4u

Dependencies

Declared dependencies
4 external dependencies (excludes base and recommended)

Installing tseriesEntropy adds 10 packages (9 with compiled code, 11 MB of source tarballs). Heaviest: cubature 3.2 MB, mclust 2.7 MB, Rcpp 1.8 MB.

Depends (1)
R >= 2.14.0
Imports (6)
cubaturemethodsparallelstatsgraphicsks
LinkingTo (0)
none
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 0.5-12 (2015)
Releases (3)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 0.7-2Latest
    record
    2023-08-09 · current release · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • 0.6-0
    record
    2017-04-15 · diff ↗ ·
    added 1 export
    Srho.test.ts.p
  • R
    R 3.3.0 released · 2016-05-03
  • 0.5-12
    record
    2015-07-04
  • R
    R 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
Appears in task views

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.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for tseriesEntropy version 0.7-2 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

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.

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