nonlinearTseries: Nonlinear Time Series Analysis

Functions for nonlinear time series analysis. This package permits the computation of the most-used nonlinear statistics/algorithms including generalized correlation dimension, information dimension, largest Lyapunov exponent, sample entropy and Recurrence Quantification Analysis (RQA), among others. Basic routines for surrogate data testing are also included. Part of this work was based on the book "Nonlinear time series analysis" by Holger Kantz and Thomas Schreiber (ISBN: 9780521529020).

Package details

AuthorConstantino A. Garcia [aut, cre], Gunther Sawitzki [ctb]
MaintainerConstantino A. Garcia <[email protected]>
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("nonlinearTseries", repos="")

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nonlinearTseries documentation built on May 2, 2019, 5:47 p.m.