nonlinearTseries: Nonlinear Time Series Analysis
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:
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