pyhctsa.operations.correlation.theiler_q¶
- pyhctsa.operations.correlation.theiler_q(y)¶
Computes Theiler’s Q statistic which quantifies asymmetry in time.
Calculates \(Q = \langle (x_t + x_{t+1})^3 \rangle / \langle x^2 \rangle^{3/2}\) on a vector \(x\), as proposed by James Theiler.
Copyright (C) 1996, D. Kaplan <kaplan@macalester.edu>