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Estimating the transfer operator (Perron Frobenius operator) and invariant measures from time series.

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JuliaDynamics/PerronFrobenius.jl

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PerronFrobenius.jl

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A Julia package to compute approximation to the transfer operator (Perron-Frobenius operator) and invariant measures from partitioned state space reconstructions (rectangular and triangulated partitions).

PerronFrobenius.jl provides essential functionality for the CausalityTools.jl and and TimeseriesSurrogates.jl packages.

See the CausalityTools documentation for more information.

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Estimating the transfer operator (Perron Frobenius operator) and invariant measures from time series.

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