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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