Re: [R] problem with library tseriesChaos

From: Fukushima Shintaro <>
Date: Mon, 25 Apr 2011 05:32:34 -0700 (PDT)


> 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.

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)
> <- mutual(x, plot=FALSE)
> <- diff(
> d <- min(which( > 0)) - 1

The last two can also be simplied.
> d <- which.min( - 1

Recently, in Japan, a book has been published on useful packages of R.

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.

I would be happy to be of any service to you.

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