CRAN

nonlinearTseries 0.2.6

Nonlinear Time Series Analysis

Released Feb 21, 2019 by Constantino A. Garcia

This package cannot yet be used with Renjin it depends on other packages which are not available: rgl 0.100.19

Dependencies

rgl 0.100.19 Rcpp zoo 1.8-5 Matrix 1.2-17 RcppArmadillo 0.9.300.2.0 TSA 1.2 tseries 0.10-46

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).

Source

R
C
C++

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