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).

Nonlinear Time Series Analysis

package-ubuntu-20.04-r-4.0.5#cran#nonlinearTseries-0.2.10

Returns the correlation sums stored in the corrDim object

<table summary="R argblock"><tr valign="top">
<td><code>x</code></td>
<td>
A corrDim object.
</td>
</tr></table>

The corrMatrix function returns the correlations matrix 
storing the correlation sums that have been computed for all the embedding 
dimensions.

<code><a href="corrDim.html">corrDim</a></code>

package-ubuntu-20.04-r-4.0.5#cran#nonlinearTseries-0.2.10#docs#corrMatrix

corrMatrix

Description

Usage

Arguments

Value

See Also

nonlinearTseries

We don't support your browser anymore