invariantsKTS: invariantsKTS: invariant plots

Description Author(s)

View source: R/invariantsKTS.R

Description

This function estimates the correlation sum and dimension and the KS Entropy through the functions nonlinearTseries::corrDim and nonlinearTseries::sampleEntropy. It returns three plots: correlation sum, correlation dimension and sample entropy.The first two appear on the same pop-up window.It is used internally through the button Invariants in the Analysis menu.

Author(s)

Marina Saez Andreu


KarsTS documentation built on Jan. 16, 2021, 5:07 p.m.