Rmetrics - Nonlinear and Chaotic Time Series Modelling

Provides a collection of functions for testing various aspects of univariate time series including independence and neglected nonlinearities. Further provides functions to investigate the chaotic behavior of time series processes and to simulate different types of chaotic time series maps.


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install.packages("fNonlinear")

3042.79 by Tobias Setz, 2 years ago


http://www.rmetrics.org


Browse source code at https://github.com/cran/fNonlinear


Authors: Diethelm Wuertz [aut] , Tobias Setz [cre] , Yohan Chalabi [ctb]


Documentation:   PDF Manual  


Task views: Empirical Finance, Time Series Analysis


GPL (>= 2) license


Imports methods, stats

Depends on timeDate, timeSeries, fBasics

Suggests RUnit, tcltk


Suggested by Chaos01.


See at CRAN