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
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