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).
|Author||Constantino A. Garcia [aut, cre], Gunther Sawitzki [ctb]|
|Date of publication||2015-07-25 17:43:38|
|Maintainer||Constantino A. Garcia <firstname.lastname@example.org>|
|License||GPL (>= 3)|
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.