Re: [R] problem with library tseriesChaos

From: Uwe Ligges <ligges_at_statistik.tu-dortmund.de>
Date: Mon, 25 Apr 2011 16:37:32 +0200

Dear Fukushima Shintaro,

please also reply to the person who asked the question (she or he might not be subscribed to the mailing list). Additionally, please always quote the original question. Other mailing list readers won't lerned from an answer without corresponding question.

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.
>
> --
> View this message in context: http://r.789695.n4.nabble.com/problem-with-library-tseriesChaos-tp3449830p3473028.html
> Sent from the R help mailing list archive at Nabble.com.
>
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