Plots local Lyapunov exponents
Usage
plot.lle(out)
Arguments
out
|
An object from the lle function.
|
Value
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.References
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.See Also
make.lle, lleExamples
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