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To cite the 'tseriesEntropy' package in publications use:
Giannerini S (2021). tseriesentropy: entropy based analysis and tests for time series. R package version 0.7-2, https://CRAN.R-project.org/package=tseriesEntropy.
Giannerini S, Maasoumi E, Bee Dagum E (2015). “Entropy testing for nonlinear serial dependence in time series.” Biometrika, 102, 661-675. https://doi.org/10.1093/biomet/asv007.
Corresponding BibTeX entries:
@Manual{tseriesEntropy-package,
title = {tseriesentropy: entropy based analysis and tests for time
series},
author = {Simone Giannerini},
year = {2021},
note = {R package version 0.7-2},
url = {https://CRAN.R-project.org/package=tseriesEntropy},
}
@Article{,
author = {Simone Giannerini and Esfandiar Maasoumi and Estela {Bee
Dagum}},
title = {Entropy testing for nonlinear serial dependence in time
series},
journal = {Biometrika},
pages = {661-675},
volume = {102},
issue = {3},
url = {https://doi.org/10.1093/biomet/asv007},
year = {2015},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.