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tseriesChaos (version 0.1-13.1)

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: .

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Version

Install

install.packages('tseriesChaos')

Monthly Downloads

2,899

Version

0.1-13.1

License

GPL-2

Maintainer

Antonio Fabio Di Narzo

Last Published

January 7th, 2019

Functions in tseriesChaos (0.1-13.1)

C2

Sample correlation integral
recurr

Recurrence plot
Lyapunov exponent

Tools to evaluate the maximal Lyapunov exponent of a dynamic system
mutual

Average Mutual Information
d2

Sample correlation integral (at multiple length scales)
stplot

Space-time separation plot
duffing.syst

Duffing oscillator
rossler.syst

Roessler system of equations
tseriesChaos-internal

Internal tseriesChaos objects
embedd

Embedding of a time series
plot.ami

Plotting average mutual information index
sim.cont

Simulates a continuous dynamic system
rossler.ts

Roessler simulated time series, without noise
false.nearest

Method of false nearest neighbours
plot.d2

Plotting sample correlation integrals
plot.false.nearest

Plotting false nearest neighbours results
lorenz.syst

Lorenz system
lorenz.ts

Lorenz simulated time series, without noise
print.false.nearest

Printing false nearest neighbours results
print.d2

Printing sample correlation integrals