fNonlinear: Rmetrics - Nonlinear and Chaotic Time Series Modelling

Provides a collection of functions for testing various aspects of univariate time series including independence and neglected nonlinearities. Further provides functions to investigate the chaotic behavior of time series processes and to simulate different types of chaotic time series maps.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [aut], Paul Smith [cre]
MaintainerPaul Smith <paul@waternumbers.co.uk>
LicenseGPL (>= 2)
Version4021.81
URL https://www.rmetrics.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fNonlinear", repos="http://R-Forge.R-project.org")

Try the fNonlinear package in your browser

Any scripts or data that you put into this service are public.

fNonlinear documentation built on Nov. 24, 2023, 3:02 a.m.