. However, this code does include a lag 
  (time delay) feature like the one on MatLab Central does.
- Complexity parameters for time series based on comparison of 
  neighboring values. Based on the distributions of ordinal patterns, 
  which describe order relations between the values of a time series. 
  Based on the algorithm described by Bandt &amp; Pompe, 2002.
References
- Bandt, C., Pompe, B. Permutation entropy: A natural complexity measure 
  for time series. Phys Rev Lett 2002, 88, 174102, 
  doi