fNonlinear: Rmetrics - Nonlinear and Chaotic Time Series Modelling

Provides a collection of functions for testing various aspects of univariate time series including independence and neglected nonlinearities. Further provides functions to investigate the chaotic behavior of time series processes and to simulate different types of chaotic time series maps.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
MaintainerTobias Setz <tobias.setz@live.com>
LicenseGPL (>= 2)
URL http://www.rmetrics.org
Package repositoryView on CRAN
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fNonlinear documentation built on May 2, 2019, 1:06 p.m.