[R] TISEAN and nonlinear time series

Uwe Ligges ligges at statistik.uni-dortmund.de
Thu Nov 20 22:43:45 CET 2003



Ravi Varadhan wrote:
> 
> Hi:
> 
> Has anyone linked TISEAN, which is a nonlinear time series analysis
> package developed by Schreiber et al., with R?  If not, are there
> similar tools based on the phase-space representation of an observed
> time series?
> 
> thanks,
> Ravi.
> 

AFAIK, TISEAN consists of a couple of executables. I don't think anybody
has really linked it to R.

But from R it's pretty easy to write data appropriatly to a file and
call TISEAN via a shell() command (at least one of my colleagues did so
...).

Uwe Ligges




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