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tseriesChaos (version 0.1-13)

Analysis of nonlinear time series

Description

Routines for the analysis of nonlinear time series. This work is largely inspired by the TISEAN project, by Rainer Hegger, Holger Kantz and Thomas Schreiber: http://www.mpipks-dresden.mpg.de/~tisean/

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Version

Install

install.packages('tseriesChaos')

Monthly Downloads

2,657

Version

0.1-13

License

GPL-2

Maintainer

Antonio Fabio Di Narzo

Last Published

April 29th, 2013

Functions in tseriesChaos (0.1-13)

lorenz.syst

Lorenz system
embedd

Embedding of a time series
false.nearest

Method of false nearest neighbours
mutual

Average Mutual Information
lorenz.ts

Lorenz simulated time series, without noise
recurr

Recurrence plot
plot.d2

Plotting sample correlation integrals
sim.cont

Simulates a continuous dynamic system
plot.false.nearest

Plotting false nearest neighbours results
Lyapunov exponent

Tools to evaluate the maximal Lyapunov exponent of a dynamic system
rossler.ts

Roessler simulated time series, without noise
stplot

Space-time separation plot
plot.ami

Plotting average mutual information index
print.false.nearest

Printing false nearest neighbours results
C2

Sample correlation integral
d2

Sample correlation integral (at multiple length scales)
tseriesChaos-internal

Internal tseriesChaos objects
duffing.syst

Duffing oscillator
print.d2

Printing sample correlation integrals
rossler.syst

Roessler system of equations