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nonlinearTseries  

Nonlinear Time Series Analysis
View on CRAN: Click here


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", "0.3.1")



Attach the package and use:
library("nonlinearTseries")
Maintained by
Constantino A. Garcia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-08-29
Latest Update: 2024-09-23
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 0.3.1, https://cran.r-project.org/web/packages/nonlinearTseries. Accessed 25 Jun. 2026.
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), 0.3.0 (2024-04-01 23:50), 0.3.1 (2024-09-23 13:50)
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Complete documentation for nonlinearTseries
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