jointDynamics provides tools for analyzing joint nonlinear dynamics in coupled time series, including:
- Joint Recurrence Quantification Analysis (JRQA) in joint state space (
"xy") or reconstructed joint attractor space ("Z") - Joint attractor reconstruction utilities (embedding)
- Joint Lyapunov exponent estimation (Rosenstein-style)
You can install the development version from GitHub:
install.packages("devtools")
devtools::install_github("mustafademiriron/jointDynamics")
library(jointDynamics)
set.seed(1) x <- rnorm(300) y <- x + rnorm(300, 0.3)
res <- joint_dynamics( x, y, eps = 1, jrqa_space = "Z", theiler = 10 )
res$jrqa$metrics res$jle$lambda
res$jrqa$metrics res$jle$lambda