Codebook

A codebook contains the permutation distribution of a time series.

codebook(x, m = 3, t = 1, use.fast=TRUE, normalized = TRUE, codeword_func = NULL)

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.

codeword_func

Function to compute codewords. If NULL, the default internal function codebook is used.

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.

Value

Returns a vector of relative frequencies.

References

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

Author

Andreas Brandmaier brandmaier@mpib-berlin.mpg.de

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")