statcomp

R package statcomp. An implementation of local and global statistical complexity measures (aka Information Theory Quantifiers, ITQ) for time series analysis based on ordinal statistics (Bandt and Pompe (2002) &lt;<a href=”http://dx.doi.org/10.1103/PhysRevLett.88.174102”>doi:10.1103/PhysRevLett.88.174102</a>&gt;). Several distance measures that operate on ordinal pattern distributions, auxiliary functions for ordinal pattern analysis, and generating functions for stochastic and deterministic-chaotic processes for ITQ testing are provided.