README.md

In RobertGM111/Tangle: Calcuates Tangle of a Time Series

Tangle

Tangle is a means of quantifying complexity in relatively short time series data.

Installation

You can install a development version of Tangle from github with:

library(devtools)
install_github("RobertGM111/Tangle")
library(Tangle)

Visual

Tangle algorithm in process: (a) 0 iterations, (b) 500 iterations, and (c) 10,000 iterations.

Example

Example use of tangle on a simulated time series

# Generate data from Lorenz attractor
library(nonlinearTseries)
lorTS <- lorenz(do.plot = FALSE)$x

# Downsample for example speed
samps <- seq(1, length(lorTS), length.out = 500)
lorTS <- lorTS[samps]

# Estimate tau
lorTau <- timeLag(lorTS)

# Calculate Tangle
tangle(lorTS, tau = lorTau)

RobertGM111/Tangle documentation built on Oct. 30, 2019, 10:59 p.m.