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 <constantinoantonio.garcia@usc.es> |

License | GPL (>= 3) |

Version | 0.2.3 |

**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.

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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