c2t {RTisean}R Documentation

Maximum likelihood estimator from correlation sums

Description

Reads the correlation integral, output of either or c1, or d2 and computes a maximum likelihood estimator (Takens' estimator).

Usage

c2t(lst)

Arguments

lst the output of c1, or d2.

Value

A list of as many matrices as the number of embedding dimensions of lst. Each matrix contains the value of epsilon in the first column and the value of the Takens' estimator in the second column.

See Also

c2d, c2g

Examples

## Not run: 

dat <- henon(l=10000,x=1000)
corsum <- d2(dat)
corsum <- corsum$.c2
takensest <- c2t(corsum)

plot(takensest[[1]][,c(1,3)],t="l",col=2,xlab="Epsilon",
ylab="Takens' Estimator",log="x", main="Maximum Likelihood Estimator Plot, embedding dims=(1,...,10)")
for (a in seq(1,10,1)) 
        lines(takensest[[a]],col=2)

## End(Not run)

[Package RTisean version 3.0.10 Index]