R: Nonlinear Time Series Analysis

# Nonlinear Time Series Analysis

## Documentation for package ‘nonlinearTseries’ version 0.3.2

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

as.numeric.mutualInf | Average Mutual Information (AMI)
buildTakens | Build the Takens' vectors
cliffordMap | Clifford map
contourLines | Obtain the contour lines of the space time plot.
contourLines.spaceTimePlot | Space Time plot
corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1).
corrMatrix | Returns the correlation sums stored in the _corrDim_ object
corrMatrix.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1).
dfa | Detrended Fluctuation Analysis
divergence | Returns the rate of divergence of close trajectories needed for the maximum Lyapunov exponent estimation.
divergence.maxLyapunov | Maximum lyapunov exponent
divTime | Returns the time in which the divergence of close trajectories was computed in order to estimate the maximum Lyapunov exponent.
divTime.maxLyapunov | Maximum lyapunov exponent
embeddingDims | Get the embedding dimensions used for compute a chaotic invariant.
embeddingDims.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1).
embeddingDims.infDim | Information dimension
embeddingDims.maxLyapunov | Maximum lyapunov exponent
embeddingDims.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy)
estimate | Estimate several chaotic invariants using linear regression
estimate.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1).
estimate.dfa | Detrended Fluctuation Analysis
estimate.infDim | Information dimension
estimate.maxLyapunov | Maximum lyapunov exponent
estimate.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy)
estimateEmbeddingDim | Estimate the embedding dimension
FFTsurrogate | Generate surrogate data using the Fourier transform
findAllNeighbours | neighbour search
fixedMass | fixed mass
fixedMass.infDim | Information dimension
fluctuationFunction | Returns the fluctuation function obtained in a DFA and represented by a _dfa_ object.
fluctuationFunction.dfa | Detrended Fluctuation Analysis
gaussMap | Gauss map
getContourLines | Obtain the contour lines of the space time plot.
getContourLines.spaceTimePlot | Space Time plot
henon | Henon map
ikedaMap | Ikeda map
infDim | Information dimension
keenanTest | Keenan's test
logisticMap | Logistic map
logRadius | Obtain the the average log(radius) computed on the information dimension algorithm.
logRadius.infDim | Information dimension
lorenz | Lorenz system
maxLyapunov | Maximum lyapunov exponent
mcleodLiTest | McLeod-Li test
mutualInformation | Average Mutual Information (AMI)
neighbourSearch | neighbour search
nlOrder | Get the order of the nonlinear chaotic invariant.
nlOrder.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1).
nlOrder.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy)
nonlinearityTest | Nonlinearity test
nonLinearNoiseReduction | Nonlinear noise reduction
nonLinearPrediction | Nonlinear time series prediction
plot.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1).
plot.dfa | Detrended Fluctuation Analysis
plot.infDim | Information dimension
plot.maxLyapunov | Maximum lyapunov exponent
plot.mutualInf | Average Mutual Information (AMI)
plot.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy)
plot.spaceTimePlot | Space Time plot
plotLocalScalingExp | Plot local scaling exponents
plotLocalScalingExp.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1).
plotLocalScalingExp.infDim | Information dimension
poincareMap | Poincare map
radius | Get the radius of the neighborhoods used for the computations of a chaotic invariant.
radius.corrDim | Correlation sum, correlation dimension and generalized correlation dimension (order q >1).
radius.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy)
recurrencePlot | Recurrence Plot
rossler | Rossler system
rqa | Recurrence Quantification Analysis (RQA)
sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy)
sampleEntropyFunction | Returns the sample entropy function h_q(m,r) used for the computations of the sample entropy.
sampleEntropyFunction.sampleEntropy | Sample Entropy (also known as Kolgomorov-Sinai Entropy)
sinaiMap | Sinai map
spaceTimePlot | Space Time plot
surrogateTest | Surrogate data testing
thresholdTest | Threshold nonlinearity test
timeAsymmetry | Time Reversibility statistic
timeAsymmetry2 | Time Reversibility statistic
timeLag | Estimate an appropiate time lag for the Takens' vectors
tsayTest | Tsay's test
windowSizes | Returns the window sizes used for DFA in a _dfa_ object.
windowSizes.dfa | Detrended Fluctuation Analysis
[.mutualInf | Average Mutual Information (AMI)
[[.mutualInf | Average Mutual Information (AMI)