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updated 7 months ago

Permutation Conditional Mutual Information (PCMI) by Gaoxiang Ouyang

Estimation of a directionality index between two time series (conditional mutual in..., directionality index, information flow)

CMI_PE_tau(X,Y,ord,t,Tau)

PCMI_demo.m

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updated 1 year ago

Dissimilarity index based on order pattern analysis by Gaoxiang Ouyang

DsimOrder Calculate the Dissimilarity index based on order pattern analysis (signal processing, order pattern analysi..., permutation entropy)

DsimOrder(X,Y,M,t)

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updated 1 year ago

distribution of order patterns by Gaoxiang Ouyang

distribution of order patterns (signal processing, order pattern analysi...)

OrderProb(S,ord,t)

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updated 2 years ago

Permutation entropy by Gaoxiang Ouyang

% Calculate the permutation entropy (signal processing, entropy, order pattern analysi...)

pec(y,m,t)

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