nonlinearTseries (Q41531)
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Nonlinear Time Series Analysis
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | nonlinearTseries |
Nonlinear Time Series Analysis |
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23 March 2026
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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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