pyhctsa.operations.correlation.crinkle_statistic¶
- pyhctsa.operations.correlation.crinkle_statistic(y)¶
Computes Theiler’s crinkle statistic.
The statistic is defined as
\[\frac{\left\langle (y_{t-1} - 2 y_t + y_{t+1})^4 \right\rangle} {\left\langle y_t^2 \right\rangle^2}\]Copyright (C) 1996, D. Kaplan <kaplan@macalester.edu>