I will try to find the code I used a long time ago.


On Fri, Dec 3, 2021 at 12:54 AM Riccardo (Jack) Lucchetti <p002264@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

   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)

   Università Politecnica delle Marche
   (formerly known as Università di Ancona)

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