nonlinearTseries0.3.0 package

Build the Takens' vectors

Clifford map

Obtain the contour lines of the space time plot.

Correlation sum, correlation dimension and generalized correlation dim...

Returns the correlation sums stored in the corrDim object

Detrended Fluctuation Analysis

Returns the rate of divergence of close trajectories needed for the ma...

Returns the time in which the divergence of close trajectories was com...

Get the embedding dimensions used for compute a chaotic invariant.

Estimate several chaotic invariants using linear regression

Estimate the embedding dimension

Generate surrogate data using the Fourier transform

neighbour search

fixed mass

Returns the fluctuation function obtained in a DFA and represented by ...

Gauss map

Obtain the contour lines of the space time plot.

Henon map

Ikeda map

Information dimension

Keenan's test

Logistic map

Obtain the the average log(radius) computed on the information dimensi...

Lorenz system

Maximum lyapunov exponent

McLeod-Li test

Average Mutual Information (AMI)

neighbour search

Get the order of the nonlinear chaotic invariant.

Nonlinearity test

Nonlinear noise reduction

Nonlinear time series prediction

Plot local scaling exponents

Poincare map

Get the radius of the neighborhoods used for the computations of a cha...

Recurrence Plot

Rossler system

Recurrence Quantification Analysis (RQA)

Sample Entropy (also known as Kolgomorov-Sinai Entropy)

Returns the sample entropy function $h_q(m,r)$ used for the computatio...

Sinai map

Space Time plot

Surrogate data testing

Threshold nonlinearity test

Time Reversibility statistic

Time Reversibility statistic

Estimate an appropiate time lag for the Takens' vectors

Tsay's test

Returns the window sizes used for DFA in a dfa object.