nonlinearTseries
Nonlinear Time Series Analysis
Functions for nonlinear time series analysis. This package permits the computation of the most-used nonlinear statistics/algorithms including generalized correlation dimension, information dimension, largest Lyapunov exponent, sample entropy and Recurrence Quantification Analysis (RQA), among others. Basic routines for surrogate data testing are also included. Part of this work was based on the book "Nonlinear time series analysis" by Holger Kantz and Thomas Schreiber (ISBN: 9780521529020).
- Version0.3.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- Last release09/23/2024
Documentation
Team
Constantino A. Garcia
Gunther Sawitzki
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