You may wish to look at the website http://www.mpipks-dresden.mpg.de/~tisean/ which houses an open-source program and documentation that will do what you want.
ANDREW
-- Andrew R. Criswell, Ph.D. Graduate School, Bangkok University
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
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