Nonlinear Time Series Analysis
Overview
Functions for nonlinear time series analysis. This package permits the computation of the most-used nonlinear statistics/algorithms including generalized correlation dimension, information dimension, largest Lyapunov exponent, sample entropy and Recurrence Quantification Analysis (RQA), among others. Basic routines for surrogate data testing are also included. Part of this work was based on the book "Nonlinear time series analysis" by Holger Kantz and Thomas Schreiber (ISBN: 9780521529020).
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
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Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- 6
- Median days to close, 50 most recently updated closed PRs
- 1
4 development-tooling and community-health practices detected across 3 families in the upstream repository
Checks run against github.com/constantino-garcia/nonlineartseries on 2026-10-11.
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Dependencies
Installing nonlinearTseries adds 13 packages (11 with compiled code, 7.8 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, jsonlite 1.0 MB.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.3.2Latest
- 0.3.12024-09-23 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.3.02024-04-01 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.2.122022-03-30 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.2.112021-05-12 · diff ↗
- 0.2.102020-06-13 · diff ↗
- 0.2.9
- RR 4.0.0 released · 2020-04-24
- 0.2.82020-03-22 · diff ↗
- 0.2.72019-11-23 · diff ↗
Show 17 earlier eventsHide 17 earlier events
- RR 3.6.0 released · 2019-04-26
- unarchivedReturned to CRAN2019-02-21
- 0.2.62019-02-21 · diff ↗
- orphanedOrphaned by its maintainer2018-09-23there was no response to requests to correct installation problems
- 0.2.52018-09-23 · diff ↗
- 0.2.4
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 0.2.32015-07-25 · diff ↗
- 0.2.22015-06-03 · diff ↗ ·
removed 1 export
timeReversibilityadded 4 exports
mutualInformation, plotLocalScalingExp, timeAsymmetry, timeAsymmetry2 - RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 0.2.12014-01-30 · diff ↗
- 0.22013-12-15 · diff ↗ ·
removed 11 exports
getContourLines, getDivergence, getEmbeddingDims, getFixedMass, getFluctuationFunction, getLogRadius, getOrder, getRadius, getSampleEntropy, getTime, getWindowSizesadded 13 exports
contourLines, corrMatrix, divergence, divTime, embeddingDims, fixedMass, fluctuationFunction, logRadius, nlOrder, radius, sampleEntropyFunction, timeReversibility, windowSizes - 0.12013-08-29
- RR 3.0.0 released · 2013-04-03
Package metadata
- First published
- 2013-08-29
- Total releases
- 17 / 13 yrs
- License
- GPL-3 OSI
- Download size
- 922 KB
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