TITLE: Calculation of Lyapunov Exponent from Time Series
QUESTION [5 upvotes]: 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?

REPLY [3 votes]: TSTOOL is the state of the art: http://www.physik3.gwdg.de/tstool/index.html