invariantsKTS {KarsTS}

invariantsKTS: invariant plots

Description

This function estimates the correlation sum and dimension and the KS Entropy through the functions nonlinearTseries::corrDim and nonlinearTseries::sampleEntropy. It returns three plots: correlation sum, correlation dimension and sample entropy.The first two appear on the same pop-up window.It is used internally through the button Invariants in the Analysis menu.

Author(s)

Marina Saez Andreu