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).
| Version: | 0.3.1 |
| Depends: | R (≥ 3.3.0) |
| Imports: | Matrix, tseries, zoo, Rcpp (≥ 0.12.12), graphics, stats, lifecycle |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | rgl, plot3D, knitr, rmarkdown, testthat |
| Published: | 2024-09-23 |
| DOI: | 10.32614/CRAN.package.nonlinearTseries |
| Author: | Constantino A. Garcia [aut, cre], Gunther Sawitzki [ctb] |
| Maintainer: | Constantino A. Garcia <constantino.garciama at ceu.es> |
| BugReports: | https://github.com/constantino-garcia/nonlinearTseries/issues |
| License: | GPL-3 |
| Copyright: | ANN library is copyright University of Maryland and Sunil Arya and David Mount. R wrapper is based on the ANN library, copyright Samuel Kemp 2005-9 and Gregory Jefferis 2009-2013. See file COPYRIGHT for details |
| URL: | https://github.com/constantino-garcia/nonlinearTseries |
| NeedsCompilation: | yes |
| In views: | TimeSeries |
| CRAN checks: | nonlinearTseries results |
| Reference manual: | nonlinearTseries.html , nonlinearTseries.pdf |
| Vignettes: |
Quickstart (source, R code) |
| Package source: | nonlinearTseries_0.3.1.tar.gz |
| Windows binaries: | r-devel: nonlinearTseries_0.3.1.zip, r-release: nonlinearTseries_0.3.1.zip, r-oldrel: nonlinearTseries_0.3.1.zip |
| macOS binaries: | r-release (arm64): nonlinearTseries_0.3.1.tgz, r-oldrel (arm64): nonlinearTseries_0.3.1.tgz, r-release (x86_64): nonlinearTseries_0.3.1.tgz, r-oldrel (x86_64): nonlinearTseries_0.3.1.tgz |
| Old sources: | nonlinearTseries archive |
| Reverse depends: | RHRV |
| Reverse imports: | KarsTS, SlidingWindows, soundgen |
| Reverse suggests: | NVAR, quadVAR |
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