I have a migration matrix and need to know the Lyapunov to know how stable my ratings migration is. Is there a way to know how I can do it?
In the statistical program R, there are packages that can do that for you.
fNonlinear, tseriesChaos, Also see the R discussion group -
http://www.inside-r.org/packages/cran/fractal/docs/lyapunov
Thank you James.
And there is:
- Tisean and
- RTisean
see: http://www.mpipks-dresden.mpg.de/~tisean/Tisean_3.0.1/index.html
But I found that estimating Lyapunov exponents can be difficult if just done "out of the box" (except for the standard textbook cases).
So I am also interested myself to know whether there is something more practical, especially for students.
Thomas
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