R package 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).
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References in zbMATH (referenced in 4 articles )
Showing results 1 to 4 of 4.
- Francesco Denti: intRinsic: an R package for model-based estimation of the intrinsic dimension of a dataset (2021) arXiv
- Halfar, Radek: Characterization of cardiac cell electrophysiology model using recurrence plots (2020)
- Tomčala, Jiří: Predictability and entropy of supercomputer infrastructure consumption (2020)
- SimonBehrendt; ThomasDimpfl; Franziska J.Peter; David J.Zimmermann: RTransferEntropy - Quantifying information flow between different time series using effective transfer entropy (2019) not zbMATH