How to calculate Lyapunov Exponent in R? -


i use following code calculate lyapunov exponent. cannot used calculate lyapunov exponent short time series. suggestion?

  # lyapunov exponent   if(freq > n-10)       stop("insufficient data")   ly <- numeric(n-freq)   for(i in 1:(n-freq))   {     idx <- order(abs(x[i] - x))     idx <- idx[idx < (n-freq)]     j <- idx[2]     ly[i] <- log(abs((x[i+freq] - x[j+freq])/(x[i]-x[j])))/freq     if(is.na(ly[i]) | ly[i]==inf | ly[i]==-inf)       ly[i] <- na   }   lyap <- mean(ly,na.rm=true)   flyap <- exp(lyap)/(1+exp(lyap))


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