StatsOP.jl

StatsOP.jl is a Julia package that provides functions to conduct (sequential) tests for time series data, using ordinal patterns. The package builds on the seminal work of Bandt and Pompe (2002). The package is highly optimized and fast. The package is designed to be easy to use and provides a simple interface to compute ordinal patterns from time series data.

Installation

The package is currently not registered and has to be installed manually from GitHub.

References

Bandt, Christoph, and Bernd Pompe. 2002. “Permutation Entropy: A Natural Complexity Measure for Time Series.” Physical Review Letters 88 (17). https://doi.org/10.1103/physrevlett.88.174102.