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@univpm.it
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
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