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).

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

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.

Files in this package

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