In Physica 16D (1985) we presented an algorithm that estimates the dominant Lyapunov exponent of a 1-D time series by monitoring orbital divergence. The algorithm was distributed for many years by the authors in Fortran and C. It has just been converted to Matlab. Documentation is included (both the Physica D article, and a pdf named Lyapunews).
The sample files I included were written as unix newline terminated data points. These files may look strange when displayed by various editors. Feel free to create data files with any software that can output time series values, one per line, terminated with a carriage return AND line feed. The existing code will read such files in perfectly well.
If you have questions, PLEASE DON'T POST THEM HERE. Please write me directly at the email address contained in this download: firstname.lastname@example.org
Alan Wolf (2022). Wolf Lyapunov exponent estimation from a time series. (https://www.mathworks.com/matlabcentral/fileexchange/48084-wolf-lyapunov-exponent-estimation-from-a-time-series), MATLAB Central File Exchange. Retrieved .
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