Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: times
See also: corrint distance

Quantlet: gpplot
Description: returns the Grassberger-Procaccia plot for time series

Reference(s):

Usage: d = gpplot(x,m,k)
Input:
x vector
m positive integer < 10 (embedding dimension)
k positive integer (number of shuffles)
Output:
d display

Example:
library("times")
x=normal(100)
d=gpplot(x,2,10)

Result:
GP plot of independent white noise
Example:
library("times")
x=genarch(1|0.85,0.05,1000)
grx=gpplot(x,2,10)

Result:
GP plot of GARCH(1,1)



Author: C. Hafner, W. Haerdle, 19960906, G. Aydinli, 20010104 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006