lyap_r {RTisean} | R Documentation |
Estimates the largest Lyapunov exponent of a given scalar data set.
lyap_r(series, l, x = 0, c = 1, m = 2, d = 1, t = 0, r, s = 50)
series |
a vector or a matrix. |
l |
number of data to use. |
x |
number of lines to be ignored. |
c |
column to be read. |
m |
embedding dimension. |
d |
delay. |
t |
window around the reference point which should be omitted. |
r |
minimal length scale for the neighborhood search. |
s |
number of iterations in time. |
A matrix containing the number of the iteration in the first column and the logarithm of the stretching factor in the second column.
M. T. Rosenstein, J. J. Collins, C. J. De Luca, A practical method for calculating largest Lyapunov exponents from small data sets, Physica D 65, 117 (1993).
## Not run: dat <- logistic() lyapoutput <- lyap_r(dat,s=200) plot(lyapoutput,xlab="time",ylab="log(stretching factor)",type="l") ## End(Not run)