Package: otsfeatures 1.0.0

otsfeatures: Ordinal Time Series Analysis

An implementation of several functions for feature extraction in ordinal time series datasets. Specifically, some of the features proposed by Weiss (2019) <doi:10.1080/01621459.2019.1604370> can be computed. These features can be used to perform inferential tasks or to feed machine learning algorithms for ordinal time series, among others. The package also includes some interesting datasets containing financial time series. Practitioners from a broad variety of fields could benefit from the general framework provided by 'otsfeatures'.

Authors:Angel Lopez-Oriona [aut, cre], Jose A. Vilar [aut]

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otsfeatures.pdf |otsfeatures.html✨
otsfeatures/json (API)

# Install 'otsfeatures' in R:
install.packages('otsfeatures', repos = c('https://anloor7.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 203 downloads 27 exports 35 dependencies

Last updated 2 years agofrom:5009a2ae3b. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 22 2024
R-4.5-winNOTENov 22 2024
R-4.5-linuxNOTENov 22 2024
R-4.4-winNOTENov 22 2024
R-4.4-macNOTENov 22 2024
R-4.3-winNOTENov 22 2024
R-4.3-macNOTENov 22 2024

Exports:binarizationc_binarizationc_conditional_probabilitiesc_joint_probabilitiesc_marginal_probabilitiesci_ordinal_asymmetryci_ordinal_dispersionci_ordinal_skewnessconditional_probabilitiesindex_ordinal_variationjoint_probabilitiesmarginal_probabilitiesordinal_asymmetryordinal_cohens_kappaordinal_dispersion_1ordinal_dispersion_2ordinal_location_1ordinal_location_2ordinal_skewnessots_plotplot_ordinal_cohens_kappatest_ordinal_asymmetrytest_ordinal_dispersiontest_ordinal_skewnesstotal_c_correlationtotal_mixed_c_correlation_1total_mixed_c_correlation_2

Dependencies:astsaBolstad2clicolorspacefansifarverggplot2gluegtableisobandlabelinglatex2explatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6rbibutilsRColorBrewerRdpackrlangscalesstringistringrtibbleutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
AustrianWagesAustrianWages
Constructs the binarized time series associated with a given ordinal time seriesbinarization
Constructs the cumulative binarized time series associated with a given ordinal time seriesc_binarization
Computes the cumulative conditional probabilities of an ordinal time seriesc_conditional_probabilities
Computes the cumulative joint probabilities of an ordinal time seriesc_joint_probabilities
Computes the cumulative marginal probabilities of an ordinal time seriesc_marginal_probabilities
Constructs a confidence interval for the ordinal asymmetry (block distance)ci_ordinal_asymmetry
Constructs a confidence interval for the ordinal dispersion (block distance)ci_ordinal_dispersion
Constructs a confidence interval for the ordinal skewness (block distance)ci_ordinal_skewness
Computes the conditional probabilities of an ordinal time seriesconditional_probabilities
CreditRatingsCreditRatings
Computes the estimated index of ordinal variation (IOV) of an ordinal time seriesindex_ordinal_variation
Computes the joint probabilities of an ordinal time seriesjoint_probabilities
Computes the marginal probabilities of an ordinal time seriesmarginal_probabilities
Computes the estimated asymmetry of an ordinal time seriesordinal_asymmetry
Computes the estimated ordinal Cohen's kappa of an ordinal time seriesordinal_cohens_kappa
Computes the standard estimated dispersion of an ordinal time seriesordinal_dispersion_1
Computes the estimated dispersion of an ordinal time series according to the approach based on the diversity coefficient (DIVC)ordinal_dispersion_2
Computes the standard estimated location of an ordinal time seriesordinal_location_1
Computes the estimated location of an ordinal time series with respect to the lowest categoryordinal_location_2
Computes the estimated skewness of an ordinal time seriesordinal_skewness
Constructs an ordinal time series plotots_plot
Constructs a serial dependence plot based on the ordinal Cohen's kappa considering the block distanceplot_ordinal_cohens_kappa
SyntheticData1SyntheticData1
SyntheticData2SyntheticData2
SyntheticData3SyntheticData3
Performs the hypothesis test associated with the ordinal asymmetry for the block distancetest_ordinal_asymmetry
Performs the hypothesis test associated with the ordinal dispersion for the block distancetest_ordinal_dispersion
Performs the hypothesis test associated with the ordinal skewness for the block distancetest_ordinal_skewness
Computes the total cumulative correlation of an ordinal time seriestotal_c_correlation
Computes the total mixed cumulative linear correlation (TMCLC) between an ordinal and a real-valued time seriestotal_mixed_c_correlation_1
Computes the total mixed cumulative quantile correlation (TMCQC) between an ordinal and a real-valued time seriestotal_mixed_c_correlation_2