Nonlinear Time Series Analysis
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Documentation for package ‘nonlinearTseries’ version 0.3.0
Help Pages
| as.numeric.mutualInf | Average Mutual Information (AMI) |
| buildTakens | Build the Takens' vectors |
| cliffordMap | Clifford map |
| contourLines | Obtain the contour lines of the space time plot. |
| contourLines.spaceTimePlot | Space Time plot |
| corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1). |
| corrMatrix | Returns the correlation sums stored in the _corrDim_ object |
| corrMatrix.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1). |
| dfa | Detrended Fluctuation Analysis |
| divergence | Returns the rate of divergence of close trajectories needed for the maximum Lyapunov exponent estimation. |
| divergence.maxLyapunov | Maximum lyapunov exponent |
| divTime | Returns the time in which the divergence of close trajectories was computed in order to estimate the maximum Lyapunov exponent. |
| divTime.maxLyapunov | Maximum lyapunov exponent |
| embeddingDims | Get the embedding dimensions used for compute a chaotic invariant. |
| embeddingDims.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1). |
| embeddingDims.infDim | Information dimension |
| embeddingDims.maxLyapunov | Maximum lyapunov exponent |
| embeddingDims.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy) |
| estimate | Estimate several chaotic invariants using linear regression |
| estimate.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1). |
| estimate.dfa | Detrended Fluctuation Analysis |
| estimate.infDim | Information dimension |
| estimate.maxLyapunov | Maximum lyapunov exponent |
| estimate.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy) |
| estimateEmbeddingDim | Estimate the embedding dimension |
| FFTsurrogate | Generate surrogate data using the Fourier transform |
| findAllNeighbours | neighbour search |
| fixedMass | fixed mass |
| fixedMass.infDim | Information dimension |
| fluctuationFunction | Returns the fluctuation function obtained in a DFA and represented by a _dfa_ object. |
| fluctuationFunction.dfa | Detrended Fluctuation Analysis |
| gaussMap | Gauss map |
| getContourLines | Obtain the contour lines of the space time plot. |
| getContourLines.spaceTimePlot | Space Time plot |
| henon | Henon map |
| ikedaMap | Ikeda map |
| infDim | Information dimension |
| keenanTest | Keenan's test |
| logisticMap | Logistic map |
| logRadius | Obtain the the average log(radius) computed on the information dimension algorithm. |
| logRadius.infDim | Information dimension |
| lorenz | Lorenz system |
| maxLyapunov | Maximum lyapunov exponent |
| mcleodLiTest | McLeod-Li test |
| mutualInformation | Average Mutual Information (AMI) |
| neighbourSearch | neighbour search |
| nlOrder | Get the order of the nonlinear chaotic invariant. |
| nlOrder.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1). |
| nlOrder.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy) |
| nonlinearityTest | Nonlinearity test |
| nonLinearNoiseReduction | Nonlinear noise reduction |
| nonLinearPrediction | Nonlinear time series prediction |
| plot.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1). |
| plot.dfa | Detrended Fluctuation Analysis |
| plot.infDim | Information dimension |
| plot.maxLyapunov | Maximum lyapunov exponent |
| plot.mutualInf | Average Mutual Information (AMI) |
| plot.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy) |
| plot.spaceTimePlot | Space Time plot |
| plotLocalScalingExp | Plot local scaling exponents |
| plotLocalScalingExp.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1). |
| plotLocalScalingExp.infDim | Information dimension |
| poincareMap | Poincare map |
| radius | Get the radius of the neighborhoods used for the computations of a chaotic invariant. |
| radius.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1). |
| radius.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy) |
| recurrencePlot | Recurrence Plot |
| rossler | Rossler system |
| rqa | Recurrence Quantification Analysis (RQA) |
| sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy) |
| sampleEntropyFunction | Returns the sample entropy function h_q(m,r) used for the computations of the sample entropy. |
| sampleEntropyFunction.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy) |
| sinaiMap | Sinai map |
| spaceTimePlot | Space Time plot |
| surrogateTest | Surrogate data testing |
| thresholdTest | Threshold nonlinearity test |
| timeAsymmetry | Time Reversibility statistic |
| timeAsymmetry2 | Time Reversibility statistic |
| timeLag | Estimate an appropiate time lag for the Takens' vectors |
| tsayTest | Tsay's test |
| windowSizes | Returns the window sizes used for DFA in a _dfa_ object. |
| windowSizes.dfa | Detrended Fluctuation Analysis |
| [.mutualInf | Average Mutual Information (AMI) |
| [[.mutualInf | Average Mutual Information (AMI) |