[Gretl-users] Re: Lyapunov Exponent
I will try to find the code I used a long time ago.
Thanks!
PG
*Periklis Gogas
<http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml>*
Professor
Economic Analysis and International Economics
Department of Economics
Democritus University of Thrace
Euro Area Business Cycle Network - Fellow
<http://www.eabcn.org/person/periklis-gogas>
The Rimini Centre for Economic Analysis - Fellow
<http://www.rcfea.org/component/option,com_frontpage/Itemid,1/>
The Society for Economic Measurement - Member
<http://sem.society.cmu.edu/home.html>
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow
<http://icemr.ru/institute-for-nonlinear-dynamical-inference/>
On Fri, Dec 3, 2021 at 12:54 AM Riccardo (Jack) Lucchetti <
p002264(a)staff.univpm.it> wrote:
On Thu, 2 Dec 2021, Sven Schreiber wrote:
> Am 02.12.2021 um 20:49 schrieb Periklis Gogas:
>> Hello all,
>>
>> Is there any function in Gretl to estimate the Lyapunov exponent and
>> it's confidence intervals?
>>
>
> Hi, unfortunately I think the answer remains the same since you asked
> this question in 2018: no.
If you had an algorithm for calculating it or a provably reliable
implementation in some language (matlab, python, R, FORTRAN, C, whatever)
it shouldn't be difficult to port it to hansl and create a function
package.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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