search for: lyapunov

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

Hello, Does anybody know if there is somewhere in R a function to calculate the Lyapunov exponent in a time series? Thanks, Philippe Grosjean .......................................................<??}))><.... ) ) ) ) ) ( ( ( ( ( Prof. Philippe Grosjean \ ___ ) \/ECO\ ( Numerical Ecology of Aquatic Systems /\___/ ) Mons-Hainaut University, Pentagone / ___ /( 8...

Dear all, I need to solve the following Lyapunov Matrix equation: C=ACA' + B, with A and B given square symmetric matrices. Does anyone knows of a package that can solve the lyapunov matrix equation in R? Or even a C/Fortran implementation? I did not find one on netlib. Thank you.

...ollect several global measures or statistics for time-series as well as packages of R that can compute them. I have found several of them in papers and books, but the literature is so big i am sure i am missing several of them. skewness kurtosis min max mean SD trend seasonality periodicity chaos (Lyapunov Exponent) / Largest Lyapunov Exponent (i think is the same statistic) serial correlation / auto-correlation (this is the same if i am correct Box-Pierce autocorrelation sum) higher-order autocorrelation nonlinearity (terasvirta test) self similarity (Hurst exponent) matual information sum any othe...

Dear Sir, I’am a frensh student and i’am a new user of the R software. After using the command (x<-read.delim(“clipboard”) to read a spreadsheet of Excel, I want to run the bds test and calculate the Lyapunov exponent. I have charged the R software by the packages tseries and tseriesChaos. when i run bds.test(x,m=2) Unfortunately the R software displays “error in as.vector(x,mode= “double”) : the object (list) can not be automatically converted on double” so what shall I do to run this two tests(lyapuno...

Hi, Attempting to use LLVM in jitting mode for AMD64, we met a problem. When the jitted routine needs a big stack frame (> 1 page), the system attempts to call __chkstk to probe the stack. This attempt results in assertion in RuntimeDyldELF::resolveX86_64Relocation(), case ELF::R_X86_64_PC32, because the RealOffset does not fit in 32 bits. Same happens with __alloca (when

Hi, I met troubles with jitting x86 codes when using Intrinsic::x86_sse_ldmxcsr. The target code must execute some SSE2 instruction with DAZ/FTZ modes enabled and others with DAZ/FTZ disabled. I'm trying to get this by emitting LDMXCSR instructions with proper flag words. It appeared however that execution engine sometimes reorders these instructions with computational ones (say with

> From: llvmdev-bounces at cs.uiuc.edu [mailto:llvmdev-bounces at cs.uiuc.edu] > On Behalf Of Mikhail Lyapunov > Subject: [LLVMdev] Multiple modules JITting > We're looking for a way to use LLVM to JIT many modules, assuming that > the full list of modules and their content are not available at a time > when some of jitted pieces are already in use. We do this in our project, using MCJIT...

Hi, Can you please clarify? We're looking for a way to use LLVM to JIT many modules, assuming that the full list of modules and their content are not available at a time when some of jitted pieces are already in use. Is it feasible to destruct ExecutionEngine but keep jitted code alive? Are jitted binary codes position independent? (or is there a way to relocate) If the solution requires

Hi R-Users I need to estimate Lyapunov exponent of my time series. After reading description of all functions available I still don't know how to determine time delay. My time series length is 4200. Is it possible to determine time delay with other function's output or I can choose any random value? Thanks for your help! -- Vi...

hi all, I have a simple question that does power spectral analysis related to capacity dimension, information dimension, lyapunov exponent, hurst exponent. If yes then please show me the way. I am newbie in the world of chaos. Sayonara With Smile & With Warm Regards :-) G a u r a v Y a d a v Senior Executive Officer, Economic Research & Surveillance Department, Clearing Corporation Of India Limited....

...egger, 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 Lyapunov exponent. - (naif) mutual information index estimation. - Space-time separation plot. - Recurrence plot. - Simulation of noise-free continuous dynamic systems. At the present time, algorithms are not too much optimized for speed, we are working on optimizing the codes. Future versions will (hopefu...

...egger, 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 Lyapunov exponent. - (naif) mutual information index estimation. - Space-time separation plot. - Recurrence plot. - Simulation of noise-free continuous dynamic systems. At the present time, algorithms are not too much optimized for speed, we are working on optimizing the codes. Future versions will (hopefu...

The following seems to be a bug when I tried to use the predict function. > forbes boil.pt pressure log.pressure [1,] 194.5 20.79 303.4472 [2,] 194.3 20.79 303.4472 [3,] 197.9 22.40 310.9061 [4,] 198.4 22.67 312.1042 [5,] 199.4 23.15 314.1995 [6,] 199.9 23.35 315.0597 [7,] 200.9 23.89 317.3460 [8,] 201.1 23.99

[mailed jointly to maintainers@octave.org, r-devel@stat.math.ethz.ch to reach users with relevant experience. watch where your replies go. what would make using LAPACK and ScaLAPACK easier for Octave and R developers? -- ejr, not subscribed] We plan to update the LAPACK and ScaLAPACK libraries and would like to have feedback from users on what functionalities they think are missing and would

Hi, We're using LLVM MCJIT on X86 platform. When calling Function::setCallingConv(CallingConv::X86_StdCall) the jitted code indeed conforms __stdcall convention (instead of default __cdecl). However applying Function::setCallingConv(CallingConv::X86_FastCall) seem does not have proper effect; jitted code is still __stdcall. Is it a bug, or am I missing something? Regards, Mikhail