library(Rcatch22)

Rcatch22 is an R package for the calculation of 22 CAnonical Time-series CHaracteristics (catch). The package is an efficient implementation that calculates time-series features coded in C.

Core calculation function

The main function of the package is catch22_all which automates the computation of the 22 features. This can be run in a one-liner:

data <- 1 + 0.5 * 1:1000 + arima.sim(list(ma = 0.5), n = 1000)
outs <- catch22_all(data)