[R] problem with library tseriesChaos

[Uwe Ligges]

Dear Fukushima Shintaro,

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Thank you for providing help, best wishes,
Uwe Ligges



On 25.04.2011 14:32, Fukushima Shintaro wrote:
> Hello.
>
>> Is it possible to determine time delay with other function's output or I
>> can choose any random value?
>
> There are several ways to estimate time delay in chaotic time series
> analysis.
> Please refer to the book "Nonlinear time series analysis" by Holger Kantz
> and Thomas Shreiber.
> http://www.amazon.com/Nonlinear-Time-Analysis-Holger-Kantz/dp/0521529026
> http://www.amazon.com/Nonlinear-Time-Analysis-Holger-Kantz/dp/0521529026
>
> For example, time delay is defined as the time when average mutual
> information reaches the first local minimum.
>
> Using the package "tseriesChaos", it is estimated as follows:
>
>> library(tseriesChaos)
>> x.mu<- mutual(x, plot=FALSE)
>> x.mu.d<- diff(x.mu)
>> d<- min(which(x.mu.d>  0)) - 1
>
> The last two can also be simplied.
>> d<- which.min(x.mu) - 1
>
> Recently, in Japan, a book has been published on useful packages of R.
> http://www.amazon.co.jp/R%E3%83%91%E3%83%83%E3%82%B1%E3%83%BC%E3%82%B8%E3%82%AC%E3%82%A4%E3%83%89%E3%83%96%E3%83%83%E3%82%AF-%E5%B2%A1%E7%94%B0-%E6%98%8C%E5%8F%B2/dp/448902097X
> http://www.amazon.co.jp/R%E3%83%91%E3%83%83%E3%82%B1%E3%83%BC%E3%82%B8%E3%82%AC%E3%82%A4%E3%83%89%E3%83%96%E3%83%83%E3%82%AF-%E5%B2%A1%E7%94%B0-%E6%98%8C%E5%8F%B2/dp/448902097X
>
> I wrote an article on the packages "RTisean" and "tseriesChaos".
> There, I showed an example of estimating the maximum Lyapunov exponent,
> using the NH3 laser data.
> The source code is available from the following website.
> https://gist.github.com/4efa66686c24f158f7e9
> https://gist.github.com/4efa66686c24f158f7e9
>
> I would be happy to be of any service to you.
>
> --
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>
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