Description of the program: lyap_k

The program estimates the largest Lyapunov exponent of a given scalar data set using the algorithm of Kantz.


lyap_k [Options]

Everything not being a valid option will be interpreted as a potential datafile name. Given no datafile at all, means read stdin. Also - means stdin

Possible options are:

Option Description Default
-l# number of data to be used whole file
-x# number of lines to be ignored 0
-c# column to be read 1
-M# maximal embedding dimension to use 2
-m# minimal embedding dimension to use 2
-d# delay to use 1
-r# minimal length scale to search neighbors (data interval)/1000
-R# maximal length scale to search neighbors (data interval)/100
-## number of length scales to use 5
-n# number of reference points to use all
-s# number of iterations in time 50
-t# 'theiler window' 0
-o# output file name without file name: 'datafile'.lyap
(or stdin.lyap if the data were read from stdin)
-V# verbosity level
  0: only panic messages
  1: add input/output messages
  2: add statistics for each iteration
-h show these options none

Description of the Output:

For each embedding dimension and each length scale the file contains a block of data consisting of 3 columns
  1. The number of the iteration
  2. The logarithm of the stretching factor (the slope is the Lyapunov exponent if it is a straight line)
  3. The number of points for which a neighborhood with enough points was found

View the C-sources.
See also lyap_r.
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