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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.