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).


Reference manual

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0.2.11 by Constantino A. Garcia, 5 months ago

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

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Imports Matrix, tseries, zoo, Rcpp, graphics, stats, lifecycle

Suggests rgl, plot3D, knitr, rmarkdown, testthat

Linking to Rcpp, RcppArmadillo

Imported by GMZTests, KarsTS, SlidingWindows.

Depended on by RHRV.

See at CRAN