All functions

Brown()

Brownian Motion

H_kernel_estimation()

Kernel estimation of ???

MfeW()

Distribution function of the first eigenvalue of Wishart distribution by Mathematica

RfeW()

Distribution function of the first eigenvalue of Wishart distribution by R

archdata()

ARCH model

ardata()

AR model

cosdata()

Cosine model

epanechnikov()

Epnaechnikov kernel

expardata()

Exponential AR model

f_kernel_estimation()

Kernel estimation

g_kernel_estimation()

Kernel estimation of ???

garchdata()

GARCH model

generate_estimation_data()

Kernel estimation of ???

get_bw()

Computation of the optimal bandwidth

gspc

Stock price data

h_kernel_est()

Kernel estimation of ???

ldata()

Logistic model

lle()

Data-driven local Lyapunov exponent

lleplot()

Generate LLE-LLE plot

lleplot2()

lle plot (modified version to avoid some errors)

lndata()

Logistic model with noise

qErlang()

Critical value at critical level alpha of Erlang(k, 1)

qMfeW()

Critical value at critical level alpha of the first eigenvalue of Wishart distribution by Mathematica

qRfeW()

Critical value at critical level alpha of the first eigenvalue of Wishart distribution by R

smt3()

Moving Average Weight (of size 3)

tokyo_and_prefs_plot()

Funtions to plot Tokyo and the surrounding prefectures

wts()

Funtions to generate weights