Package: NlinTS
Type: Package
Title: Non Linear Time Series Analysis
Version: 1.3.6
Date: 2019-01-15
Authors@R: c(person("Youssef", "Hmamouche", role = c("aut", "cre"), email = "hmamoucheyussef@gmail.com"), person("Sylvain", "Barthelemy", role = c("cph"), email = "sylbarth@gmail.com"))
Maintainer: Youssef Hmamouche <hmamoucheyussef@gmail.com>
Description: Models for non-linear time series analysis and causality detection.  The main functionalities of this package consist of an implementation of the classical causality test (C.W.J.Granger 1980) <doi:10.1016/0165-1889(80)90069-X>,  and a non-linear version of it based on feed-forward neural networks. This package contains also an implementation of the Transfer Entropy <doi:10.1103/PhysRevLett.85.461>, and the continuous Transfer Entropy using an approximation based on the k-nearest neighbors <doi:10.1103/PhysRevE.69.066138>. There are also some other useful tools, like the Augmented test of stationarity, and the discrete and continuous entropy and mutual information.
License: GNU General Public License
Depends: Rcpp
Imports: methods, timeSeries, Rdpack
RdMacros: Rdpack
LinkingTo: Rcpp
SystemRequirements: C++11
NeedsCompilation: yes
RoxygenNote: 6.0.1
Packaged: 2019-01-15 12:48:51 UTC; youssef
Author: Youssef Hmamouche [aut, cre],
  Sylvain Barthelemy [cph]
Repository: CRAN
Date/Publication: 2019-01-15 13:20:03 UTC
