CRAN/E | nonlinearTseries

nonlinearTseries

Nonlinear Time Series Analysis

Installation

About

Functions for nonlinear time series analysis. This package permits the computation of the most-used nonlinear statistics/algorithms including generalized correlation dimension, information dimension, largest Lyapunov exponent, sample entropy and Recurrence Quantification Analysis (RQA), among others. Basic routines for surrogate data testing are also included. Part of this work was based on the book "Nonlinear time series analysis" by Holger Kantz and Thomas Schreiber (ISBN: 9780521529020).

github.com/constantino-garcia/nonlinearTseries
Copyright ANN library is copyright University of Maryland and Sunil Arya and David Mount. R wrapper is based on the ANN library, copyright Samuel Kemp 2005-9 and Gregory Jefferis 2009-2013. See file COPYRIGHT for details
Bug report File report

Key Metrics

Version 0.3.0
R ≥ 3.3.0
Published 2024-04-01 28 days ago
Needs compilation? yes
License GPL-3
CRAN checks nonlinearTseries results

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Maintainer

Maintainer

Constantino A. Garcia

constantino.garciama@ceu.es

Authors

Constantino A. Garcia

aut / cre

Gunther Sawitzki

ctb

Material

Reference manual
Package source

In Views

TimeSeries

Vignettes

Quickstart

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

nonlinearTseries archive

Depends

R ≥ 3.3.0

Imports

Matrix
tseries
zoo
Rcpp ≥ 0.12.12
graphics
stats
lifecycle

Suggests

rgl
plot3D
knitr
rmarkdown
testthat

LinkingTo

Rcpp
RcppArmadillo

Reverse Depends

RHRV

Reverse Imports

KarsTS
SlidingWindows
soundgen

Reverse Suggests

NVAR