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...ded 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 Lyapunov exponent. - (naif) mutual information index estima...

Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects 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 executable...

...ded 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 Lyapunov exponent. - (naif) mutual information index estima...

Dear R users, I've just uploaded 2 packages on CRAN, RTisean and tsDyn, both for time series analysis (joint research projects 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 executable...

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

I'm wondering if a Mac OS-X port of R-1.2.2 has occurred. Jan de Leeuw posted that he had made a preliminary port using calls to X windows for the GUI portions, but that file doesn't exist on his server. Is someone doing this? If not, I'll get busy and see if I can make a preliminary port. Of course, lots of work would need to be done to get everything nicely integrated with

I am a new user of R (1.2.2 on Alpha), but have been using S and then Splus heavily for about 10 years now. My problem is this. The data I analyze comprise large sets. Typically I am analyzing 5000 observations on 90 variables over several hundred subjects. Sometimes 500,000 subjects with 200 variables. Unfortunately, although my Alpha has 1.5 gig of ram, R as it is configured seems to be set