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Dear all, I have uploaded to CRAN a new package: tseriesChaos. This is an early version (0.1) with basic tools for the explorative analysis of nonlinear time series motivated by chaos theory. Until now, the package is largely inspired by the TISEAN project (by Rainer Hegger, Holger Kantz and Thomas Schreiber: http://www.mpipks-dresden.mpg.de/~tisean/ ). This version includes: - Method of false nearest neighbours for the choice of the embedding dimension. - Tools for the estimation of the correlation dimension. - Kantz algorithm for the estimation of the largest Lyapu...

...ts with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routines for nonlinear time series analysis, coded and documented by Rainer Hegger, Holger Kantz and Thomas Schreiber. In RTisean, almost all TISEAN routines are wrapped in a conventional R function (which silently calls TISEAN executables), with online help and examples (thanks to Gianluca Gazzola). tsDyn is a package for nonlinear time series modelling. At this point the packa...

Dear all, I have uploaded to CRAN a new package: tseriesChaos. This is an early version (0.1) with basic tools for the explorative analysis of nonlinear time series motivated by chaos theory. Until now, the package is largely inspired by the TISEAN project (by Rainer Hegger, Holger Kantz and Thomas Schreiber: http://www.mpipks-dresden.mpg.de/~tisean/ ). This version includes: - Method of false nearest neighbours for the choice of the embedding dimension. - Tools for the estimation of the correlation dimension. - Kantz algorithm for the estimation of the largest Lyapu...

...ts with members of the Statistics Department, University of Udine). Brief descriptions follow. RTisean is an R interface to TISEAN executables (http://www.mpipks-dresden.mpg.de/~tisean/). TISEAN is a suite of C and Fortran routines for nonlinear time series analysis, coded and documented by Rainer Hegger, Holger Kantz and Thomas Schreiber. In RTisean, almost all TISEAN routines are wrapped in a conventional R function (which silently calls TISEAN executables), with online help and examples (thanks to Gianluca Gazzola). tsDyn is a package for nonlinear time series modelling. At this point the packa...