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tseriesChaos (version 0.1-2)

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

2,644

Version

0.1-2

License

GPL version 2 or newer

Maintainer

Antonio

Last Published

January 7th, 2019

Functions in tseriesChaos (0.1-2)

mutual

Average Mutual Information
embedd

Embedding of a time series
print.false.nearest

Printing false nearest neighbours results
false.nearest

Method of false nearest neighbours
rossler.ts

Roessler simulated time series, without noise
d2

Sample correlation integral (at multiple length scales)
Lyapunov exponent

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

Lorenz simulated time series, without noise
C2

Sample correlation integral
plot.ami

Plotting average mutual information index
recurr

Recurrence plot
plot.false.nearest

Plotting false nearest neighbours results
sim.cont

Simulates a continuous dynamic system
duffing.syst

Duffing oscillator
tseriesChaos-internal

Internal tseriesChaos objects
rossler.syst

Roessler system of equations
lorenz.syst

Lorenz system
plot.d2

Plotting sample correlation integrals
print.d2

Printing sample correlation integrals
stplot

Space-time separation plot