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tseriesChaos (version 0.1-5)

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

0.1-5

License

GPL version 2 or newer

Maintainer

Antonio

Last Published

January 7th, 2019

Functions in tseriesChaos (0.1-5)

sim.cont

Simulates a continuous dynamic system

lorenz.syst

Lorenz system

plot.false.nearest

Plotting false nearest neighbours results

tseriesChaos-internal

Internal tseriesChaos objects

rossler.ts

Roessler simulated time series, without noise

false.nearest

Method of false nearest neighbours

lorenz.ts

Lorenz simulated time series, without noise

print.d2

Printing sample correlation integrals

embedd

Embedding of a time series

plot.d2

Plotting sample correlation integrals

Sample correlation integral (at multiple length scales)

plot.ami

Plotting average mutual information index

Lyapunov exponent

Tools to evaluate the maximal Lyapunov exponent of a dynamic system

print.false.nearest

Printing false nearest neighbours results

Sample correlation integral

rossler.syst

Roessler system of equations

stplot

Space-time separation plot

mutual

Average Mutual Information