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I am currently doing research in non-linear dynamical systems, and I require to calculate Lyapunov exponents from time series data frequently. I found a MatLab program lyaprosen.m that does this for me, but I am not very sure of its validity, as I do not get the same results from it, as some results in some papers. Does anyone have any alternative tools to calculate Lyapunov exponents from time series data?

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up vote 3 down vote accepted

TSTOOL is the state of the art: http://www.physik3.gwdg.de/tstool/index.html

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Thanks a lot, that helped. –  Vinaya Shrestha Aug 10 '11 at 19:33

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