R: Estimate several chaotic invariants using linear regression
estimate
R Documentation
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)