nonlinearTseries: Nonlinear Time Series Analysis
Version 0.2.3

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).

Browse man pages Browse package API and functions Browse package files

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("nonlinearTseries")

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

FFTsurrogate Man page Source code
[.mutualInf Man page
[[.mutualInf Man page
as.numeric.mutualInf Man page Source code
bifurcationDiagram Source code
boxAssistant Source code
buildTakens Man page Source code
calculateDiagonalParameters Source code
calculateFluctuationFunction Source code
calculateVerticalParameters Source code
cliffordMap Man page Source code
contourLines Man page Source code
contourLines.spaceTimePlot Man page Source code
corrDim Man page Source code
corrMatrix Man page Source code
corrMatrix.corrDim Man page Source code
dfa Man page Source code
differentiate Source code
differentiateAxis Source code
divTime Man page Source code
divTime.maxLyapunov Man page Source code
divergence Man page Source code
divergence.maxLyapunov Man page Source code
eliminateDuplicates Source code
embeddingDims Man page Source code
embeddingDims.corrDim Man page Source code
embeddingDims.default Source code
embeddingDims.infDim Man page Source code
embeddingDims.maxLyapunov Man page Source code
embeddingDims.sampleEntropy Man page Source code
estimate Man page Source code
estimate.corrDim Man page Source code
estimate.dfa Man page Source code
estimate.infDim Man page Source code
estimate.maxLyapunov Man page Source code
estimate.sampleEntropy Man page Source code
estimateEmbeddingDim Man page Source code
estimateNumberBoxes Source code
find.at.least.N.neighbours Source code
find.at.least.N.neighbours.for.vector Source code
find.at.least.N.neighbours.for.vectorBIS Source code
find.at.least.N.neighboursBIS Source code
findAllNeighbours Man page Source code
findAllNeighboursDist Source code
fixedMass Man page Source code
fixedMass.infDim Man page Source code
fluctuationFunction Man page Source code
fluctuationFunction.dfa Man page Source code
gaussMap Man page Source code
generateSingleFFTsurr Source code
get.first.minimum Source code
get.position.decays Source code
getCaoParameters Source code
getDistancesAndSort Source code
getHistograms Source code
henon Man page Source code
ikedaMap Man page Source code
infDim Man page Source code
infDimSingleDimension Source code
isNeighbour Source code
logRadius Man page Source code
logRadius.infDim Man page Source code
logisticMap Man page Source code
lorenz Man page Source code
maxLyapunov Man page Source code
maxLyapunovSingleDimension Source code
mutualInf Source code
mutualInformation Man page Source code Source code
neighbourList2SparseMatrix Source code
neighbourListToCsparseNeighbourMatrix Source code
neighbourSearch Man page Source code
neighs2numericType Source code
neighsList2Sparse Source code
neighsList2SparseRCreator Source code
nlOrder Man page Source code
nlOrder.corrDim Man page Source code
nlOrder.sampleEntropy Man page Source code
nn.search Source code
nonLinearNoiseReduction Man page Source code
nonLinearPrediction Man page Source code
nonlinearityTest Man page Source code
plot.corrDim Man page Source code
plot.dfa Man page Source code
plot.infDim Man page Source code
plot.maxLyapunov Man page Source code
plot.mutualInf Man page Source code
plot.rqa Source code
plot.sampleEntropy Man page Source code
plot.spaceTimePlot Man page Source code
plot.surrogateTest Source code
plotLocalScalingExp Man page Source code
plotLocalScalingExp.corrDim Man page Source code
plotLocalScalingExp.infDim Man page Source code
plotSampleEntropyEstimate Source code
poincareMap Man page Source code
print.corrDim Man page Source code
propagateTakensAttr Source code
radius Man page Source code
radius.corrDim Man page Source code
radius.default Source code
radius.sampleEntropy Man page Source code
recurrencePlot Man page Source code
recurrencePlotFromMatrix Source code
rossler Man page Source code
rqa Man page Source code
rungeKutta Source code
sampleEntropy Man page Source code
sampleEntropyFunction Man page Source code
sampleEntropyFunction.sampleEntropy Man page Source code
sdtMessage1s Source code
sdtMessage2s Source code
sinaiMap Man page Source code
spaceTimePlot Man page Source code
surrogateTest Man page Source code
timeAsymmetry Man page Source code
timeAsymmetry2 Man page Source code
timeLag Man page Source code
trapezoidalRule Source code
tsHist Source code
tsHistogram Source code
vectorizePar Source code
windowSizes Man page Source code
windowSizes.dfa Man page Source code

Files

inst
inst/COPYRIGHT
inst/doc
inst/doc/nonlinearTseries_quickstart.R
inst/doc/nonlinearTseries_quickstart.Rmd
inst/doc/nonlinearTseries_quickstart.html
src
src/kd_util.cpp
src/bd_fix_rad_search.cpp
src/Makevars
src/corrDim.c
src/kd_split.cpp
src/mutualInformation.cpp
src/neighbourSearch.h
src/kd_util.h
src/kd_pr_search.cpp
src/pr_queue_k.h
src/genericFunctions.c
src/ANN
src/ANN/ANNperf.h
src/ANN/ANN.h
src/ANN/ANN_CONSTANTS.h
src/ANN/ANNx.h
src/nonlinearNoiseReduction.c
src/bd_tree.cpp
src/informationDimension.c
src/bd_tree.h
src/ANN.cpp
src/kd_pr_search.h
src/utils.cpp
src/pr_queue.h
src/kd_split.h
src/kd_tree.h
src/bd_search.cpp
src/rqa.c
src/bd_pr_search.cpp
src/Lyapunov.c
src/neighbourSearch.c
src/spaceTimePlot.c
src/kd_fix_rad_search.cpp
src/kd_dump.cpp
src/Makevars.win
src/NN.cc
src/RcppExports.cpp
src/brute.cpp
src/LyapunovFromTakens.c
src/kd_fix_rad_search.h
src/kd_search.cpp
src/genericFunctions.h
src/kd_tree.cpp
src/poincareMap.c
src/kd_search.h
NAMESPACE
R
R/surrogate.data.R
R/utils.R
R/poincareMap.R
R/nonLinearNoiseReduction.R
R/nonLinearPrediction.R
R/numericalFunctions.R
R/nonlinearityTest.R
R/nnSearch.R
R/neighbourSearch.R
R/generics.R
R/RcppExports.R
R/sampleEntropy.R
R/nonlinearStatistics.R
R/corrDim.R
R/nonLinearSystems.R
R/RQA.R
R/getMinimumEmbeddingDimension.R
R/Lyapunov.R
R/DFA.R
R/spaceTimePlot.R
R/basicNonLinearFunctions.R
R/informationDimension.R
R/mutualInformation.R
vignettes
vignettes/nonlinearTseries_quickstart.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/embeddingDims.Rd
man/sampleEntropyFunction.Rd
man/neighbourSearch.Rd
man/FFTsurrogate.Rd
man/plotLocalScalingExp.Rd
man/recurrencePlot.Rd
man/ikedaMap.Rd
man/fixedMass.Rd
man/findAllNeighbours.Rd
man/timeAsymmetry2.Rd
man/logRadius.Rd
man/windowSizes.Rd
man/fluctuationFunction.Rd
man/henon.Rd
man/divergence.Rd
man/maxLyapunov.Rd
man/nonlinearityTest.Rd
man/radius.Rd
man/buildTakens.Rd
man/nonLinearPrediction.Rd
man/infDim.Rd
man/rossler.Rd
man/sinaiMap.Rd
man/corrMatrix.Rd
man/timeAsymmetry.Rd
man/surrogateTest.Rd
man/rqa.Rd
man/lorenz.Rd
man/corrDim.Rd
man/contourLines.Rd
man/sampleEntropy.Rd
man/spaceTimePlot.Rd
man/mutualInformation.Rd
man/estimateEmbeddingDim.Rd
man/estimate.Rd
man/logisticMap.Rd
man/timeLag.Rd
man/divTime.Rd
man/dfa.Rd
man/cliffordMap.Rd
man/nonLinearNoiseReduction.Rd
man/gaussMap.Rd
man/nlOrder.Rd
man/poincareMap.Rd
nonlinearTseries documentation built on May 19, 2017, 7:10 p.m.