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).

AuthorConstantino A. Garcia [aut, cre], Gunther Sawitzki [ctb]
Date of publication2015-07-25 17:43:38
MaintainerConstantino A. Garcia <constantinoantonio.garcia@usc.es>
LicenseGPL (>= 3)
Version0.2.3

View on CRAN

Man pages

buildTakens: Build the Takens' vectors

cliffordMap: Clifford map

contourLines: Obtain the contour lines of the space time plot.

corrDim: Correlation sum, correlation dimension and generalized...

corrMatrix: Returns the correlation sums stored in the _corrDim_ object

dfa: Detrended Fluctuation Analysis

divergence: Returns the rate of divergence of close trajectories needed...

divTime: Returns the time in which the divergence of close...

embeddingDims: Get the embedding dimensions used for compute a chaotic...

estimate: Estimate several chaotic invariants using linear regression

estimateEmbeddingDim: Estimate the embedding dimension

FFTsurrogate: Generate surrogate data using the Fourier transform

findAllNeighbours: neighbour search

fixedMass: Obtain the fixed mass vector used in the information...

fluctuationFunction: Returns the fluctuation function obtained in a DFA and...

gaussMap: Gauss map

henon: Henon map

ikedaMap: Ikeda map

infDim: Information dimension

logisticMap: Logistic map

logRadius: Obtain the the average log(radius) computed on the...

lorenz: Lorenz system

maxLyapunov: Maximum lyapunov exponent

mutualInformation: Average Mutual Information (AMI)

neighbourSearch: neighbour search

nlOrder: Get the order of the nonlinear chaotic invariant.

nonlinearityTest: Nonlinearity test

nonLinearNoiseReduction: Nonlinear noise reduction

nonLinearPrediction: Nonlinear time series prediction

plotLocalScalingExp: Plot local scaling exponents

poincareMap: Poincare map

radius: Get the radius of the neighborhoods used for the computations...

recurrencePlot: Recurrence Plot

rossler: Rossler system

rqa: Recurrence Quantification Analysis (RQA)

sampleEntropy: Sample Entropy (also known as Kolgomorov-Sinai Entropy)

sampleEntropyFunction: Returns the sample entropy function h_q(m,r) used for the...

sinaiMap: Sinai map

spaceTimePlot: Space Time plot

surrogateTest: Surrogate data testing

timeAsymmetry: Time Reversibility statistic

timeAsymmetry2: Time Reversibility statistic

timeLag: Estimate an appropiate time lag for the Takens' vectors

windowSizes: Returns the window sizes used for DFA in a _dfa_ object.

Functions

as.numeric.mutualInf Man page
buildTakens Man page
cliffordMap Man page
contourLines Man page
contourLines.spaceTimePlot Man page
corrDim Man page
corrMatrix Man page
corrMatrix.corrDim Man page
dfa Man page
divergence Man page
divergence.maxLyapunov Man page
divTime Man page
divTime.maxLyapunov Man page
embeddingDims Man page
embeddingDims.corrDim Man page
embeddingDims.infDim Man page
embeddingDims.maxLyapunov Man page
embeddingDims.sampleEntropy Man page
estimate Man page
estimate.corrDim Man page
estimate.dfa Man page
estimateEmbeddingDim Man page
estimate.infDim Man page
estimate.maxLyapunov Man page
estimate.sampleEntropy Man page
FFTsurrogate Man page
findAllNeighbours Man page
fixedMass Man page
fixedMass.infDim Man page
fluctuationFunction Man page
fluctuationFunction.dfa Man page
gaussMap Man page
henon Man page
ikedaMap Man page
infDim Man page
logisticMap Man page
logRadius Man page
logRadius.infDim Man page
lorenz Man page
maxLyapunov Man page
[.mutualInf Man page
[[.mutualInf Man page
mutualInformation Man page
neighbourSearch Man page
nlOrder Man page
nlOrder.corrDim Man page
nlOrder.sampleEntropy Man page
nonlinearityTest Man page
nonLinearNoiseReduction Man page
nonLinearPrediction Man page
plot.corrDim Man page
plot.dfa Man page
plot.infDim Man page
plotLocalScalingExp Man page
plotLocalScalingExp.corrDim Man page
plotLocalScalingExp.infDim Man page
plot.maxLyapunov Man page
plot.mutualInf Man page
plot.sampleEntropy Man page
plot.spaceTimePlot Man page
poincareMap Man page
print.corrDim Man page
radius Man page
radius.corrDim Man page
radius.sampleEntropy Man page
recurrencePlot Man page
rossler Man page
rqa Man page
sampleEntropy Man page
sampleEntropyFunction Man page
sampleEntropyFunction.sampleEntropy Man page
sinaiMap Man page
spaceTimePlot Man page
surrogateTest Man page
timeAsymmetry Man page
timeAsymmetry2 Man page
timeLag Man page
windowSizes Man page
windowSizes.dfa Man page

Files

nonlinearTseries
nonlinearTseries/inst
nonlinearTseries/inst/COPYRIGHT
nonlinearTseries/inst/doc
nonlinearTseries/inst/doc/nonlinearTseries_quickstart.R
nonlinearTseries/inst/doc/nonlinearTseries_quickstart.Rmd
nonlinearTseries/inst/doc/nonlinearTseries_quickstart.html
nonlinearTseries/src
nonlinearTseries/src/kd_util.cpp
nonlinearTseries/src/bd_fix_rad_search.cpp
nonlinearTseries/src/Makevars
nonlinearTseries/src/corrDim.c
nonlinearTseries/src/kd_split.cpp
nonlinearTseries/src/mutualInformation.cpp
nonlinearTseries/src/neighbourSearch.h
nonlinearTseries/src/kd_util.h
nonlinearTseries/src/kd_pr_search.cpp
nonlinearTseries/src/pr_queue_k.h
nonlinearTseries/src/genericFunctions.c
nonlinearTseries/src/ANN
nonlinearTseries/src/ANN/ANNperf.h
nonlinearTseries/src/ANN/ANN.h
nonlinearTseries/src/ANN/ANN_CONSTANTS.h
nonlinearTseries/src/ANN/ANNx.h
nonlinearTseries/src/nonlinearNoiseReduction.c
nonlinearTseries/src/bd_tree.cpp
nonlinearTseries/src/informationDimension.c
nonlinearTseries/src/bd_tree.h
nonlinearTseries/src/ANN.cpp
nonlinearTseries/src/kd_pr_search.h
nonlinearTseries/src/utils.cpp
nonlinearTseries/src/pr_queue.h
nonlinearTseries/src/kd_split.h
nonlinearTseries/src/kd_tree.h
nonlinearTseries/src/bd_search.cpp
nonlinearTseries/src/rqa.c
nonlinearTseries/src/bd_pr_search.cpp
nonlinearTseries/src/Lyapunov.c
nonlinearTseries/src/neighbourSearch.c
nonlinearTseries/src/spaceTimePlot.c
nonlinearTseries/src/kd_fix_rad_search.cpp
nonlinearTseries/src/kd_dump.cpp
nonlinearTseries/src/Makevars.win
nonlinearTseries/src/NN.cc
nonlinearTseries/src/RcppExports.cpp
nonlinearTseries/src/brute.cpp
nonlinearTseries/src/LyapunovFromTakens.c
nonlinearTseries/src/kd_fix_rad_search.h
nonlinearTseries/src/kd_search.cpp
nonlinearTseries/src/genericFunctions.h
nonlinearTseries/src/kd_tree.cpp
nonlinearTseries/src/poincareMap.c
nonlinearTseries/src/kd_search.h
nonlinearTseries/NAMESPACE
nonlinearTseries/R
nonlinearTseries/R/surrogate.data.R nonlinearTseries/R/utils.R nonlinearTseries/R/poincareMap.R nonlinearTseries/R/nonLinearNoiseReduction.R nonlinearTseries/R/nonLinearPrediction.R nonlinearTseries/R/numericalFunctions.R nonlinearTseries/R/nonlinearityTest.R nonlinearTseries/R/nnSearch.R nonlinearTseries/R/neighbourSearch.R nonlinearTseries/R/generics.R nonlinearTseries/R/RcppExports.R nonlinearTseries/R/sampleEntropy.R nonlinearTseries/R/nonlinearStatistics.R nonlinearTseries/R/corrDim.R nonlinearTseries/R/nonLinearSystems.R nonlinearTseries/R/RQA.R nonlinearTseries/R/getMinimumEmbeddingDimension.R nonlinearTseries/R/Lyapunov.R nonlinearTseries/R/DFA.R nonlinearTseries/R/spaceTimePlot.R nonlinearTseries/R/basicNonLinearFunctions.R nonlinearTseries/R/informationDimension.R nonlinearTseries/R/mutualInformation.R
nonlinearTseries/vignettes
nonlinearTseries/vignettes/nonlinearTseries_quickstart.Rmd
nonlinearTseries/MD5
nonlinearTseries/build
nonlinearTseries/build/vignette.rds
nonlinearTseries/DESCRIPTION
nonlinearTseries/man
nonlinearTseries/man/embeddingDims.Rd nonlinearTseries/man/sampleEntropyFunction.Rd nonlinearTseries/man/neighbourSearch.Rd nonlinearTseries/man/FFTsurrogate.Rd nonlinearTseries/man/plotLocalScalingExp.Rd nonlinearTseries/man/recurrencePlot.Rd nonlinearTseries/man/ikedaMap.Rd nonlinearTseries/man/fixedMass.Rd nonlinearTseries/man/findAllNeighbours.Rd nonlinearTseries/man/timeAsymmetry2.Rd nonlinearTseries/man/logRadius.Rd nonlinearTseries/man/windowSizes.Rd nonlinearTseries/man/fluctuationFunction.Rd nonlinearTseries/man/henon.Rd nonlinearTseries/man/divergence.Rd nonlinearTseries/man/maxLyapunov.Rd nonlinearTseries/man/nonlinearityTest.Rd nonlinearTseries/man/radius.Rd nonlinearTseries/man/buildTakens.Rd nonlinearTseries/man/nonLinearPrediction.Rd nonlinearTseries/man/infDim.Rd nonlinearTseries/man/rossler.Rd nonlinearTseries/man/sinaiMap.Rd nonlinearTseries/man/corrMatrix.Rd nonlinearTseries/man/timeAsymmetry.Rd nonlinearTseries/man/surrogateTest.Rd nonlinearTseries/man/rqa.Rd nonlinearTseries/man/lorenz.Rd nonlinearTseries/man/corrDim.Rd nonlinearTseries/man/contourLines.Rd nonlinearTseries/man/sampleEntropy.Rd nonlinearTseries/man/spaceTimePlot.Rd nonlinearTseries/man/mutualInformation.Rd nonlinearTseries/man/estimateEmbeddingDim.Rd nonlinearTseries/man/estimate.Rd nonlinearTseries/man/logisticMap.Rd nonlinearTseries/man/timeLag.Rd nonlinearTseries/man/divTime.Rd nonlinearTseries/man/dfa.Rd nonlinearTseries/man/cliffordMap.Rd nonlinearTseries/man/nonLinearNoiseReduction.Rd nonlinearTseries/man/gaussMap.Rd nonlinearTseries/man/nlOrder.Rd nonlinearTseries/man/poincareMap.Rd

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