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.
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)