MaxLangevinFixedPoint: MaxLangevinFixedPoint

In shapelets/khiva-r: KHIVA-R library.

Description

Largest fixed point of dynamics \max_x {h(x)=0} estimated from polynomial h(x), which has been fitted to the deterministic dynamics of Langevin model

\dot(x)(t) = h(x(t)) + R \mathcal(N)(0,1)

as described by Friedrich et al. (2000): Physics Letters A 271, p. 217-222 *Extracting model equations from experimental data.

Usage

MaxLangevinFixedPoint(arr, m, r)

Arguments

arr	KHIVA array with the time series.
m	Order of polynom to fit for estimating fixed points of dynamics.
r	Number of quantiles to use for averaging.

Value

Largest fixed point of deterministic dynamics.

shapelets/khiva-r documentation built on June 10, 2019, 4:58 a.m.