[R] Lyapunov exponent?

Angel Lopez angel_lul at hotmail.com
Thu Apr 22 12:53:20 CEST 2004


Philippe,
I think, it was discussed last month on the list: 
http://tolstoy.newcastle.edu.au/R/help/04/03/0318.html

In summary:


From: Stephen Ellner (spe2 at cornell.edu)
  Date: Sat 06 Mar 2004 - 01:57:09 EST

  The lyapunov exponent part of Funfits is semi-available,
  but only for Windows. Doug Nychka and I, who wrote that part
  of Funfits, started trying to make it a CRANworthy package but
  never got it done. I've just linked it to my web page
  (www.eeb.cornell.edu/Ellner); follow the Software link on
  that page and get LENNS.zip.



Steve

Angel Lopez wrote:
  >"Frozen" package Funfits was able to. Although its succesor package is
  >Fields, it has not lyapunov exponent calculations.
  >You can get funfits from :
  >http://www.cgd.ucar.edu/stats/Software/Funfits/index.shtml
  >I haven't got the statistical or programming knowledge to revise that
  >code, if you are able to I would be keen to know of any updates.
  >Cheers,
  >
Best,
Angel

Philippe Grosjean wrote:
> Hello,
> 
> Does anybody know if there is somewhere in R a function to calculate the
> Lyapunov exponent in a time series?
> Thanks,
> 
> Philippe Grosjean
> 
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