Re: [Gretl-users] Lyapunov Exponent
Am 08.02.2018 um 13:26 schrieb Periklis Gogas:
Hello all,
Is it possible to calculate the maximum Lyapunov exponent with Gretl and
the relevant p-values?
Hi, not that I'm aware of.
I found a C-program here:
https://www.pks.mpg.de/~tisean/TISEAN_2.1/source_c/lyap_k.c
(Note: "If you want to include any of the programs in a commercial or
noncommercial distribution, you must first obtain the written consent of
the copyright owner." -
https://www.pks.mpg.de/~tisean/TISEAN_2.1/index.html; but using it as a
basis of a port would be something different, it's like reading a
scientific paper.)
(BTW, I'm not related to that T.Schreiber who's a coauthor of the Tisean
software.)
cheers,
sven