Entropy Based Analysis and Tests for Time Series R package tseriesEntropy version 0.7-2 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Implements an Entropy measure of dependence based on the Bhattacharya-Hellinger-Matusita distance. Can be used as a (nonlinear) autocorrelation/crosscorrelation function for continuous and categorical time series. The package includes tests for serial and cross dependence and nonlinearity based on it. Some routines have a parallel version that can be used in a multicore/cluster environment. The package makes use of S4 classes. Software Depends: R (>= 2.14.0) Imports: cubature, methods, parallel, stats, graphics, ks Suggests: knitr, rmarkdown Simone Giannerini <simone.giannerini@unibo.it> Comprehensive R Archive Network (CRAN) Simone Giannerini [aut, cre] (ORCID: <https://orcid.org/0000-0002-0710-668X>) GPL (>= 2) 2023-08-09 application/tgz https://CRAN.R-project.org/package=tseriesEntropy doi:10.32614/CRAN.package.tseriesEntropy