estimate: Estimate several chaotic invariants using linear regression

In nonlinearTseries: Nonlinear Time Series Analysis

Description

Several chaotic invariants are estimated by using linear regression. This function provides a common interface for the estimate of all these parameters (see corrDim, dfa and maxLyapunov for examples).

Usage

estimate(x, regression.range, do.plot, ...)

Arguments

x	An object containing all the information needed for the estimate.
regression.range	Range of values on the x-axis on which the regression is performed.
do.plot	Logical value. If TRUE (default value), a plot of the regression is shown.
...	Additional parameters.

Value

An estimate of the proper chaotic invariant.

Author(s)

Constantino A. Garcia

References

H. Kantz and T. Schreiber: Nonlinear Time series Analysis (Cambridge university press)

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