tseriesEntropy

0.7-2

Entropy Based Analysis and Tests for Time Series

0packages depend

3Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Simone GianneriniFirst published 2015-07-043 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)openSUSE (OBS)

install.packages("tseriesEntropy", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-tseriesentropy

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-tseriesEntropy

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.3 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 197 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 69%
Documented parameters: 84%
Return-value docs: 100%
References docs: 77%

Downloads

CRAN downloads in the past year

Rank #12,391 · ~8/day · ~249/mo

Releases R versions

Daily download trend is not available in this view yet.

27430 days

84190 days

3K1 year

Compare downloads with other packages →

Also on402 r2u18 autocran49 c2d4u

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.14.0

Imports (6)

cubaturemethodsparallelstatsgraphicsks

LinkingTo (0)

none

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Simone Giannerini

Author, Maintainer

Authors (1)

Simone Giannerini

Author, Maintainer

Package Timeline

3 releases. Pick two to compare their code metrics. R releases are shown for context.

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
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
2017-04-15 · diff ↗
R
R 3.3.0 released · 2016-05-03
0.5-12
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
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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