tseriesEntropy

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 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.

homepage: https://cran.r-project.org/web/packages/tseriesEntropy/index.html

version	versionsuffix	toolchain
0.6-0	-R-4.2.1	foss/2022a

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