"Frozen" package Funfits was able to. Although its succesor package is Fields, it has not lyapunov exponent calculations.
You can get funfits from :
http://www.cgd.ucar.edu/stats/Software/Funfits/index.shtml
I haven't got the statistical or programming knowledge to revise that code, if you are able to I would be keen to know of any updates.
Cheers,
Angel


Uwe Ligges wrote:

Xiaozhe (Catherine) Wang wrote:

Dear all, Has anyone worked on coding for calculating Lyapunov Exponent for a time
series data? or any package is available for computing Lyapunov?


Please advice and many thanks in advance.

Catherine X Wang



I don't think there is code available.


You might want to "google" for "TISEAN" and/or contribute the desired code yourself ...

Uwe Ligges

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