iterations along which follow the neighbours of each point
ref
number of points to take into account
t
Theiler window
dsts
Should be the output of a call to lyap_k (see the example)
start
Starting time of the linear bite of dsts
end
Ending time of the linear bite of dsts
Details
The function lyap_k estimates the largest Lyapunov exponent of a given scalar time series using the algorithm of Kantz.
The function lyap computes the regression coefficients of a user specified segment of the sequence given as input.
Value
lyap_k gives the logarithm of the stretching factor in time.
lyap gives the regression coefficients of the specified input sequence.
Author(s)
Antonio, Fabio Di Narzo
References
Hegger, R., Kantz, H., Schreiber, T., Practical implementation of nonlinear time series methods: The TISEAN package; CHAOS 9, 413-435 (1999)
M. T. Rosenstein, J. J. Collins, C. J. De Luca, A practical method for calculating largest Lyapunov exponents from small data sets, Physica D 65, 117 (1993)
See Also
mutual, false.nearest for the choice of optimal embedding parameters.
embedd to perform embedding.