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From: Gordon on 15 Sep 2009 19:06
Hi all,
I have time series (long enough) and I want to calculate
the LE of it. Does Matlab has any inbuilt function/toolbox for this?

Thanks,

Grd'n
From: Nicolas on 21 Sep 2009 16:51
Gordon <bhattacharyya.samit(a)gmail.com> wrote in message <4971c1b2-bd01-49de-98e4-0dd9022dbaf9(a)31g2000vbf.googlegroups.com>...
> Hi all,
> I have time series (long enough) and I want to calculate
> the LE of it. Does Matlab has any inbuilt function/toolbox for this?
>
> Thanks,
>
> Grd'n

You can use the Box-Counting m-file available on the File Exchange.
It is not the lyapounov exponent but the local exponent.
However it is a beginning.
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