pdc (version 1.0.3)

codebook: Codebook

Description

A codebook contains the permutation distribution of a time series.

Usage

codebook(x, m = 3, t = 1, use.fast=T, normalized = T)

Arguments

x

a vector ot a time series

m

The embedding dimension.

t

Time-delay of the embedding.

use.fast

Use a fast C-implementation if possible.

normalized

Normalize codebook such that it is a probability distribution.

Value

Returns a vector of relative frequencies.

Details

The length of a codebook is the factorial of the embedding dimension. The elements of the codebook represent relative frequencies of codewords of size m.

References

Brandmaier, A. M. (2015). pdc: An R Package for Complexity-Based Clustering of Time Series. Journal of Statistical Software, 67(5), 1--23.

See Also

pdclust

Examples

# calculate codebook from sine-wave
cb <- codebook(c(sin(1:100)),m=3)

# plot the permutation distribution
barplot(cb,xlab="Permutation Distribution")