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tseriesChaos (version 0.1-9)

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

0.1-9

License

GPL-2

Maintainer

Antonio Fabio Di Narzo

Last Published

January 9th, 2010

Functions in tseriesChaos (0.1-9)

Lyapunov exponent

Tools to evaluate the maximal Lyapunov exponent of a dynamic system
duffing.syst

Duffing oscillator
C2

Sample correlation integral
plot.d2

Plotting sample correlation integrals
print.d2

Printing sample correlation integrals
rossler.ts

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

Printing false nearest neighbours results
recurr

Recurrence plot
false.nearest

Method of false nearest neighbours
plot.ami

Plotting average mutual information index
plot.false.nearest

Plotting false nearest neighbours results
tseriesChaos-internal

Internal tseriesChaos objects
sim.cont

Simulates a continuous dynamic system
rossler.syst

Roessler system of equations
mutual

Average Mutual Information
lorenz.ts

Lorenz simulated time series, without noise
d2

Sample correlation integral (at multiple length scales)
embedd

Embedding of a time series
stplot

Space-time separation plot
lorenz.syst

Lorenz system