nonlinearTseries

MaRDI QIDQ41531swMATHCRANFDO

Authors Constantino A. Garcia

Last update 23 March 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.2.12, PACKAGES.rds, 0.1, 0.2.1, 0.2.2, 0.2.3, 0.2.4, 0.2.5, 0.2.6, 0.2.7, 0.2.8, 0.2.9, 0.2.10, 0.2.11, 0.2, 0.3.0, 0.3.1, 0.3.2

Official website https://cran.r-project.org/web/packages/nonlinearTseries/index.html

Source code repository https://github.com/cran/nonlinearTseries

Description

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).

Cited in

(23)

• KarsTS
• mmpp
• ts2net
• SlidingWindows
• HiDimDA
• fractaldim
• TRENTOOL
• MuTE
• Predictability and entropy of supercomputer infrastructure consumption
• Characterization of cardiac cell electrophysiology model using recurrence plots
• RHRV
• fractal
• IDTxl
• tseriesChaos
• Rtsne
• Rdimtools
• coRanking
• TSEntropies
• intRinsic
• intrinsicDimension
• DChaos
• NlinTS
• soundgen

This page was built for software: nonlinearTseries