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
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 WangI don't think there is code available. You might want to "google" for "TISEAN" and/or contribute the desired code yourself ... Uwe Ligges
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 > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://www.stat.math.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > > > >
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, > >Angel> 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 >Stephen P. Ellner (spe2 at cornell.edu) Department of Ecology and Evolutionary Biology Corson Hall, Cornell University, Ithaca NY 14853-2701 Phone (607) 254-4221 FAX (607) 255-8088