lyap_r                package:RTisean                R Documentation

_L_a_r_g_e_s_t _L_y_a_p_u_n_o_v _e_x_p_o_n_e_n_t

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

     Estimates the largest Lyapunov exponent of a given scalar data
     set.

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

     lyap_r(series, l, x = 0, c = 1, m = 2, d = 1, t = 0, r, s = 50)

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

  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.

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

     A matrix containing the number of the iteration in the first
     column and the logarithm of the stretching factor in the second
     column.

_R_e_f_e_r_e_n_c_e_s:

     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).

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

     'lyap_k'

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

     ## Not run: 

     dat <- logistic()
     lyapoutput <- lyap_r(dat,s=200)
     plot(lyapoutput,xlab="time",ylab="log(stretching factor)",type="l")

     ## End(Not run)

