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ordinal_patterns

Function ordinal_patterns 

Source
pub fn ordinal_patterns(
    col: &[f64],
    m: usize,
    tau: usize,
    out: &mut [f64],
) -> Result<usize, DataError>
Expand description

Ordinal pattern of embedding dimension m with delay tau (Bandt–Pompe).

Writes one pattern code per valid window into out (length col.len() - (m-1)*tau). Non-finite values in any window are rejected (no silent tie treatment of NaN).

§Errors

Bad shape or non-finite input.