c2t                 package:RTisean                 R Documentation

_M_a_x_i_m_u_m _l_i_k_e_l_i_h_o_o_d _e_s_t_i_m_a_t_o_r _f_r_o_m _c_o_r_r_e_l_a_t_i_o_n _s_u_m_s

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     c2t(lst)

_A_r_g_u_m_e_n_t_s:

     lst: the output of  'c1', or 'd2'.

_V_a_l_u_e:

     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.

_S_e_e _A_l_s_o:

     'c2d', 'c2g'

_E_x_a_m_p_l_e_s:

     ## 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)

