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KarsTS (version 2.4.1)

invariantsKTS: invariantsKTS: invariant plots

Description

This function estimates the correlation sum and dimension and the KS Entropy through the functions nonlinearTseries::corrDim and nonlinearTseries::sampleEntropy. It returns three plots: correlation sum, correlation dimension and sample entropy.The first two appear on the same pop-up window.It is used internally through the button Invariants in the Analysis menu.

Arguments