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).


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install.packages("nonlinearTseries")

0.2.6 by Constantino A. Garcia, 8 months ago


https://github.com/constantino-garcia/nonlinearTseries


Report a bug at https://github.com/constantino-garcia/nonlinearTseries/issues


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


Authors: Constantino A. Garcia [aut, cre] , Gunther Sawitzki [ctb]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-3 license


Imports Matrix, rgl, tseries, TSA, zoo, Rcpp, graphics, stats

Suggests plot3D, knitr, testthat

Linking to Rcpp, RcppArmadillo


Imported by KarsTS.

Depended on by RHRV.


See at CRAN