Package: ordinalpattern
Type: Package
Title: Tests Based on Ordinal Patterns
Version: 0.2.9
Date: 2026-03-06
Authors@R: c(
  person("Alexander", "Duerre", role=c("aut"), email="alexander.duerre@udo.edu"),
  person("Svenja", "Fischer", role=c("ctb"), email="svenja.fischer@wur.nl"),
  person("Alexander", "Schnurr", role=c("aut"), email="schnurr@mathematik.uni-siegen.de"),
  person("Angelika", "Silbernagel", role=c("aut","cre"), email="silbernagel@hsu-hh.de"))
Author: Alexander Duerre [aut],
  Svenja Fischer [ctb],
  Alexander Schnurr [aut],
  Angelika Silbernagel [aut, cre]
Depends: gtools,mvtnorm
Maintainer: Angelika Silbernagel <silbernagel@hsu-hh.de>
Description: Ordinal patterns describe the dynamics of a time series by looking at the ranks of subsequent observations. By comparing ordinal patterns of two times series, Schnurr (2014) <doi:10.1007/s00362-013-0536-8> defines a robust and non-parametric dependence measure: the ordinal pattern coefficient. Functions to calculate this and a method to detect a change in the pattern coefficient proposed in Schnurr and Dehling (2017) <doi:10.1080/01621459.2016.1164706> are provided. Furthermore, the package contains a function for calculating the ordinal pattern frequencies. Generalized ordinal patterns as proposed by Schnurr and Fischer (2022) <doi:10.1016/j.csda.2022.107472> are also considered.
License: GPL-2 | GPL-3
ByteCompile: true
Encoding: UTF-8
NeedsCompilation: yes
RoxygenNote: 7.3.2
Packaged: 2026-03-06 13:41:44 UTC; Angelika
Repository: CRAN
Date/Publication: 2026-03-09 16:00:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-25 20:58:04 UTC; unix
Archs: ordinalpattern.so.dSYM
