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).
Version: 0.3.1 Depends: R (≥ 3.3.0) Imports: Matrix, tseries, zoo, Rcpp (≥ 0.12.12), graphics, stats, lifecycle LinkingTo: Rcpp, RcppArmadillo Suggests: rgl, plot3D, knitr, rmarkdown, testthat Published: 2024-09-23 DOI: 10.32614/CRAN.package.nonlinearTseries Author: Constantino A. Garcia [aut, cre], Gunther Sawitzki [ctb] Maintainer: Constantino A. Garcia <constantino.garciama at ceu.es> BugReports: https://github.com/constantino-garcia/nonlinearTseries/issues License: GPL-3 Copyright: ANN library is copyright University of Maryland and Sunil Arya and David Mount. R wrapper is based on the ANN library, copyright Samuel Kemp 2005-9 and Gregory Jefferis 2009-2013. See file COPYRIGHT for details URL: https://github.com/constantino-garcia/nonlinearTseries NeedsCompilation: yes In views: TimeSeries CRAN checks: nonlinearTseries results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=nonlinearTseries to link to this page.
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