d2                  package:RTisean                  R Documentation

_D_i_m_e_n_s_i_o_n _a_n_d _e_n_t_r_o_p_y _e_s_t_i_m_a_t_i_o_n

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

     Estimates the correlation sum, the correlation dimension and the
     correlation entropy of a given, possibly multivariate, time
     series.

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

     d2(series, l, x = 0, d = 1, M, c, t = 0, R, r, scale = 100, N = 1000, E = FALSE, pretty=FALSE)

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

  series: a vector or matrix.

       l: number of data points to be used. 

       x: number of lines to be ignored.

       d: delay for the delay vectors. 

       M: number of components, maximal embedding dimension

       c: columns to be read. 

       t: theiler window. 

       R: maximal length scale.  

       r: minimal length scale. 

   scale: number of epsilon values. 

       N: maximal number of pairs to be used. 

       E: use data that is normalized to [0,1] for all components.

  pretty: clean ouput for pretty printing

_D_e_t_a_i_l_s:

     The parameter 'pretty' must be set to 'FALSE' if the output of
     'd2' is meant to be post-processed by 'av_d2', 'c2d','cdg' or
     'c2t'.

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

     A list of lists, each composed by as many matrices as the treated
     length scales and embedding dimensions. The first column of each
     matrix contains the values of epsilon; the second column contains,
     according to the list item:

    .c2 : the correlation sums. 

    .d2 : the local slopes of the logarithm of the correlation sum, the
          correlation dimension. 

    .h2 : the correlation entropies.

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

     'c1'

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

     ## Not run: 

     dat <- henon(10000)
     d2output <- d2(dat, pretty=TRUE)
     cordim <- d2output$.d2
     plot(cordim[[1]],t="l",ylim=c(0,7),col=2,xlab="Epsilon",
     ylab=expression(D[2](m,epsilon)),log="x", main="Correlation Dimension Plot")
     for (a in 2:10) 
             lines(cordim[[a]],col=2)

     ## End(Not run)

