calculate_chaos: Generates the maximum Lyapunov exponent (chaos) of a ts...

Description Usage Arguments Value Examples

Description

This is a function to generate the maximum Lyapunov exponent (chaos) of a time series object. As input is only required an object from the class time series. Otherwise the function returns an error message. Also, for na_option is only required the string 'mean' or'kalman' allowed. This means, that all na values are either replaced by the mean, or kalman imputation of the ts. The standard value of na_option is 'mean'. The code is adopted from Hyndman, Rob J. which provides him under: https://robjhyndman.com/hyndsight/tscharacteristics/

Usage

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calculate_chaos(ts, na_option = "mean")

Arguments

ts

A time series object.

na_option

A string value containing either 'mean' or'kalman'; Standard values is 'mean'.

Value

The maximum Lyapunov exponent (chaos) of ts. If the above input params are wrong, an error message is returned.

Examples

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mowomoyela/tstaxonomyr documentation built on May 15, 2019, 4:47 p.m.