Largest Lyapunov Exponent with Rosenstein's Algorithm

Version 1.1.0.0 (1.61 KB) by mirwais
This code calculates the largest lyapunov exponent of time series with Rosenstein's Algorithm.
7.9K Downloads
Updated 19 Feb 2013

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Divergence of nearest trajectories can be seen on the graph. If the linear range of curve is determined,code can calculate the largest lyapunov exponent. The code has been tested with results of Rosenstein's article.

Cite As

mirwais (2024). Largest Lyapunov Exponent with Rosenstein's Algorithm (https://www.mathworks.com/matlabcentral/fileexchange/38424-largest-lyapunov-exponent-with-rosenstein-s-algorithm), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
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Version Published Release Notes
1.1.0.0

Description part was updated.

1.0.0.0