[Gretl-users] Re: Lyapunov Exponent

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.