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estimate

Estimate several chaotic invariants using linear regression


Description

Several chaotic invariants are estimated by using linear regression. This function provides a common interface for the estimate of all these parameters (see corrDim, dfa and maxLyapunov for examples).

Usage

estimate(x, regression.range, do.plot, ...)

Arguments

x

An object containing all the information needed for the estimate.

regression.range

Range of values on the x-axis on which the regression is performed.

do.plot

Logical value. If TRUE (default value), a plot of the regression is shown.

...

Additional parameters.

Value

An estimate of the proper chaotic invariant.

Author(s)

Constantino A. Garcia

References

H. Kantz and T. Schreiber: Nonlinear Time series Analysis (Cambridge university press)


nonlinearTseries

Nonlinear Time Series Analysis

v0.2.10
GPL-3
Authors
Constantino A. Garcia [aut, cre], Gunther Sawitzki [ctb]
Initial release
2020-6-10

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