Wolf Lyapunov exponent estimation from a time series.

Version 1.2.0.1 (2.39 MB) by Alan Wolf
A Matlab version of the Lyapunov exponent estimation algorithm of Wolf et al. -- Physica 16D, 1985.
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Updated 14 Aug 2019

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In Physica 16D (1985) we presented an algorithm that estimates the dominant Lyapunov exponent of a 1-D time series by monitoring orbital divergence. The algorithm was distributed for many years by the authors in Fortran and C. It has just been converted to Matlab. Documentation is included (both the Physica D article, and a pdf named Lyapunews).

The sample files I included were written as unix newline terminated data points. These files may look strange when displayed by various editors. Feel free to create data files with any software that can output time series values, one per line, terminated with a carriage return AND line feed. The existing code will read such files in perfectly well.

If you have questions, PLEASE DON'T POST THEM HERE. Please write me directly at the email address contained in this download: awolf.physics@gmail.com

Cite As

Alan Wolf (2025). Wolf Lyapunov exponent estimation from a time series. (https://www.mathworks.com/matlabcentral/fileexchange/48084-wolf-lyapunov-exponent-estimation-from-a-time-series), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014b
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.2.0.1

Corrected description -- documentation IS included. Addressed formatting of input files. Provided an email address so questions can be sent to me directly.
1.2.0.0

clarified meaning of EVOLVE parameter.
Documentation added on 3/16/16
1.1.0.0

10/12/14 -- Added some notes to "documentation.txt" which will probably be sufficient for those who have already used the algorithm. More detailed notes to follow within a week.
1.0.0.0