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tseriesChaos (version 0.1-7)

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

0.1-7

License

GPL version 2 or newer

Maintainer

Antonio

Last Published

January 7th, 2019

Functions in tseriesChaos (0.1-7)

Lyapunov exponent

Tools to evaluate the maximal Lyapunov exponent of a dynamic system
C2

Sample correlation integral
lorenz.syst

Lorenz system
rossler.syst

Roessler system of equations
false.nearest

Method of false nearest neighbours
plot.false.nearest

Plotting false nearest neighbours results
embedd

Embedding of a time series
lorenz.ts

Lorenz simulated time series, without noise
sim.cont

Simulates a continuous dynamic system
duffing.syst

Duffing oscillator
mutual

Average Mutual Information
print.false.nearest

Printing false nearest neighbours results
stplot

Space-time separation plot
plot.ami

Plotting average mutual information index
plot.d2

Plotting sample correlation integrals
d2

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

Internal tseriesChaos objects
print.d2

Printing sample correlation integrals
recurr

Recurrence plot
rossler.ts

Roessler simulated time series, without noise