  A two-parameter family of complexity measures $\tilde{C}^{(\alpha,\beta)}$
based on the R\'enyi entropies is introduced and characterized by a detailed
study of its mathematical properties. This family is the generalization of a
continuous version of the LMC complexity, which is recovered for $\alpha=1$ and
$\beta=2$. These complexity measures are obtained by multiplying two quantities
bringing global information on the probability distribution defining the
system. When one of the parameters, $\alpha$ or $\beta$, goes to infinity, one
of the global factors becomes a local factor. For this special case, the
complexity is calculated on different quantum systems: H-atom, harmonic
oscillator and square well.
