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chaosfn(Theta, X, L, m, q, Ac... CHAOSFN is the objective neural net function used to run
chaostest(X, ActiveFN, maxL, ... CHAOSTEST performs the test for Chaos to test the positivity of the
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Chaos test

13 Jan 2009 (Updated 17 Feb 2009)

A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent.

File Information
Description	This test performs the test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. The input is a vector of observed time series which can be stochastic or chaotic, usually time series has noise, so this code tests the positivity of the Lyapunov exponent based on a neural net approximation of the hidden chaotic map. This test computes the Lyapunov exponent using the Jacobian method without any need to specify an ODE or a suspected map giving only a vector of observation. For a detailed information see my working paper: http://ssrn.com/abstract=970074
Required Products	GARCH Toolbox Optimization Toolbox Statistics Toolbox
MATLAB release	MATLAB 7.4 (R2007a)

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Everyone's Tags	bifurcation(2), chaos(2), lyapunov exponent, time series
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Updates
17 Feb 2009	Added some detailed information in file description.