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nonlinearTseries
View on CRAN: Click
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Download and install nonlinearTseries package within the R console
Install from CRAN:
install.packages("nonlinearTseries")
Install from Github:
library("remotes")
install_github("cran/nonlinearTseries")
Install by package version:
library("remotes")
install_version("nonlinearTseries", "0.3.0")
Attach the package and use:
library("nonlinearTseries")
Maintained by
Constantino A. Garcia
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-08-29
Latest Update: 2022-03-30
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).
How to cite:
Constantino A. Garcia (2013). nonlinearTseries: Nonlinear Time Series Analysis. R package version 0.3.0, https://cran.r-project.org/web/packages/nonlinearTseries
Previous versions and publish date:
0.1 (2013-08-29 12:05), 0.2.1 (2014-01-30 12:43), 0.2.2 (2015-06-03 08:48), 0.2.3 (2015-07-25 17:43), 0.2.4 (2018-08-10 23:50), 0.2.5 (2018-09-23 09:22), 0.2.6 (2019-02-21 11:00), 0.2.7 (2019-11-23 16:00), 0.2.8 (2020-03-22 07:40), 0.2.9 (2020-05-03 21:50), 0.2.10 (2020-06-13 11:40), 0.2.11 (2021-05-12 16:30), 0.2.12 (2022-03-30 20:00), 0.2 (2013-12-15 11:24)
Other packages that cited nonlinearTseries R package
View nonlinearTseries citation profile
Other R packages that nonlinearTseries depends,
imports, suggests or enhances
Functions, R codes and Examples using
the nonlinearTseries R package
Some associated functions: FFTsurrogate . buildTakens . cliffordMap . contourLines . corrDim . corrMatrix . dfa . divTime . divergence . embeddingDims . estimate . estimateEmbeddingDim . findAllNeighbours . fixedMass . fluctuationFunction . gaussMap . getContourLines . henon . ikedaMap . infDim . keenanTest . logRadius . logisticMap . lorenz . maxLyapunov . mcleodLiTest . mutualInformation . neighbourSearch . nlOrder . nonLinearNoiseReduction . nonLinearPrediction . nonlinearityTest . plotLocalScalingExp . poincareMap . radius . recurrencePlot . rossler . rqa . sampleEntropy . sampleEntropyFunction . sinaiMap . spaceTimePlot . surrogateTest . thresholdTest . timeAsymmetry . timeAsymmetry2 . timeLag . tsayTest . windowSizes .
Some associated R codes: DFA.R . Lyapunov.R . RQA.R . RcppExports.R . basicNonLinearFunctions.R . corrDim.R . generics.R . getMinimumEmbeddingDimension.R . informationDimension.R . mutualInformation.R . neighbourSearch.R . nnSearch.R . nonLinearNoiseReduction.R . nonLinearPrediction.R . nonLinearSystems.R . nonlinearStatistics.R . nonlinearTests.R . numericalFunctions.R . poincareMap.R . sampleEntropy.R . spaceTimePlot.R . spectralIndex.R . spectral_functions.R . surrogate.data.R . utils.R . Full nonlinearTseries package functions and examples
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