LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion

Shapour Mohammadi

Statistical Software Components from Boston College Department of Economics

Abstract: This M-file calculates Lyapunov exponents with Taylor expansion (Discrete Volterra expansion). The code is faster than my neural network code for calculation of Lyapunov exponent.

Language: MATLAB
Requires: MATLAB
Keywords: Lyapunov Exponents; Chaos; Time Series; Taylor Expansion; Jaccobian Method (search for similar items in EconPapers)
Date: 2009-07-16, Revised 2020-08-16
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/l/lyapexpan.m program file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/Lyapexpan.docx documentation (application/x-ms-word)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:t741505

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