Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: times
See also: corrint distance

Quantlet: gpplot
Description: returns the Grassberger-Procaccia plot for time series

Reference(s):

Usage: d = gpplot(x,m,k)
Input:
x vector
m positive integer < 10 (embedding dimension)
k positive integer (number of shuffles)
Output:
d display

Example:

library("times")

x=normal(100)

d=gpplot(x,2,10)

Result:



GP plot of independent white noise


Library: times
See also: corrint distance

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Christian Hafner, 980130
(C) MD*TECH Method and Data Technologies, 21.9.2000