nonlinearityTest

Functions for nonlinear time series analysis. This package permits
the computation of the  most-used nonlinear statistics/algorithms
including generalized correlation dimension, information dimension,
largest Lyapunov exponent, sample entropy and Recurrence
Quantification Analysis (RQA), among others. Basic routines
for surrogate data testing are also included. Part of this work
was based on the  book "Nonlinear time series analysis" by
Holger Kantz and Thomas Schreiber (ISBN: 9780521529020).

Constantino A. Garcia

nonlinearTseries

Nonlinear Time Series Analysis

Gunther Sawitzki

nonlinearityTest function

<dl><dt>time.series</dt>
<dd>The original time.series from which the surrogate data is generated.</dd>
<dt>verbose</dt>
<dd>Logical value. If TRUE, a summary of each of the tests is shown.</dd></dl>

Arguments

Nonlinearity test — nonlinearityTest

<dl>

<dt>time.series</dt>
<dd>The original time.series from which the surrogate data is generated.</dd>


<dt>verbose</dt>
<dd>Logical value. If TRUE, a summary of each of the tests is shown.</dd>

</dl>

nonlinearityTest: Nonlinearity test

Description

Usage

Value

Arguments

Details

See Also