Generate LLE-LLE plot

Return the simulated local Lyapunov exponent.

lleplot(data, lag = seq(0, 1, by = 0.05))

Arguments

data

a numeric vector.

lag

a numeric vector of bins for discrete values.

Value

a numeric number of the coefficient from linear fit with LLE-LLE plot.

See also

Other Yasuyuki Takayanagi: archdata(), ardata(), cosdata(), expardata(), garchdata(), ldata(), lle(), lndata()

Examples

data <- ldata(0.1, 4, 400)
lleplot(data)

#> (Intercept)       wlle1 
#>  0.07780347  0.91048641