[R] Lyapunov exponent code for time series

Andrew Criswell arc at arcriswell.com
Fri Mar 5 10:13:28 CET 2004


Dear Catherine:

You may wish to look at the website 
http://www.mpipks-dresden.mpg.de/~tisean/ which houses an open-source 
program and documentation that will do what you want.

ANDREW

--
Andrew R. Criswell, Ph.D.
Graduate School, Bangkok University

Xiaozhe (Catherine) Wang wrote:

>Dear all, 
>Has anyone worked on coding for calculating Lyapunov Exponent for a time
>series data? or any package is available for computing Lyapunov?
>
>Please advice and many thanks in advance.
>
>Catherine X Wang
>
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