Computing the Largest Lyapunov Exponent for Time Series Using Wolf's Method

This function implements Wolf's method to calculate the largest Lyapunov exponent from time series data, providing a crucial measure of chaotic behavior in dynamical systems with practical code implementation details.

Calculation of the Largest Lyapunov Exponent

Calculation of the Largest Lyapunov Exponent using Wolf's Method. This function computes the maximum Lyapunov exponent for time series data. Key parameters include: % m: embedding dimension % tau: time delay % data: input time series % N: length of time series % P: average period of the time series, which determines the search range for evolution phase points. When the current phase point is I, evolution phase points must satisfy |I-J|>P.