nonlinearTseries: Nonlinear Time Series Analysis

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: 0.3.0
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: 2024-04-01
DOI: 10.32614/CRAN.package.nonlinearTseries
Author: Constantino A. Garcia [aut, cre], Gunther Sawitzki [ctb]
Maintainer: Constantino A. Garcia <constantino.garciama at>
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
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: nonlinearTseries results


Reference manual: nonlinearTseries.pdf
Vignettes: Quickstart


Package source: nonlinearTseries_0.3.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): nonlinearTseries_0.3.0.tgz, r-oldrel (arm64): nonlinearTseries_0.3.0.tgz, r-release (x86_64): nonlinearTseries_0.3.0.tgz, r-oldrel (x86_64): nonlinearTseries_0.3.0.tgz
Old sources: nonlinearTseries archive

Reverse dependencies:

Reverse depends: RHRV
Reverse imports: KarsTS, SlidingWindows, soundgen
Reverse suggests: NVAR


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