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LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion

Author

Listed:
  • Shapour Mohammadi

    (University of Tehran)

Programming Language

MATLAB

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.

Suggested Citation

  • Shapour Mohammadi, 2009. "LYAPEXPAN: MATLAB function to calculate Lyapunov exponents with Taylor expansion," Statistical Software Components T741505, Boston College Department of Economics, revised 16 Aug 2020.
    • Handle: RePEc:boc:bocode:t741505
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/l/lyapexpan.m
    File Function: program file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/Lyapexpan.docx
    File Function: documentation
    Download Restriction: no
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