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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("fNonlinear")

4052.83 by Paul Smith, 8 months ago


https://www.rmetrics.org


Browse source code at https://github.com/cran/fNonlinear


Authors: Diethelm Wuertz [aut] , Tobias Setz [aut] , Yohan Chalabi [aut] , Paul Smith [cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports methods, stats

Depends on timeDate, timeSeries, fBasics

Suggests RUnit, tcltk


Imported by DescribeDF.


See at CRAN