knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.path = "man/figures/README-", out.width = "100%" )
Nonlinear Time Series Analysis with R is package dedicated to provide tools derived from dynamical system theory for purpose of analysis nonlinear properties of time series. Developed version will contain things like:
devtools::install_github("bklimowski/ntsar")
Creation of recurrence matrix from time series.
library(ntsar) set.seed(448) n = 500 periodic_series <- (sin(1:n/16) + cos(1:n/10)/2 + tan(1:n/20)) plot(periodic_series, type = 'l') recurrence_matrix(periodic_series, 0.5) %>% image(col=gray.colors(2, start = 1, end = 0), xaxt='n', yaxt='n')
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