plot.lle {funfits} | R Documentation |
plot.lle(out)
out |
An object from the lle function. |
Plots a series of boxplots of LLEs calculated from the vector of nprod specified in the lle function. The horizontal line is the global LE.
S. Ellner, D.W. Nychka, and A.R. Gallant. 1992. LENNS, a program to estimate the dominant Lyapunov exponent of noisy nonlinear systems from time series data. Institute of Statistics Mimeo Series #2235, Statistics Department, North Carolina State University, Raleigh, NC 27695-8203.
make.lle, lle
make.lags(rossler$state.vector[1:200,1],c(1,2,3)) -> data # create # 3-d time delay vector model of the x variable of rossler system. nnreg(data$x,data$y,5,5) -> fit # fit time series model using nnreg. lle(fit) -> rossler.lle # LLEs of Rossler data plot(rossler.lle) # plot LLEs