A MATLAB package for performing chaos analysis on time-series data.
This package is a work in progress, primarily written for my own research (although it is general purpose for any time-series data). It currently includes various time-series decompositions including phase-space embedding, recurrence decomposition, and finite-time lyapunov exponent, as well as various code for measuring chaotic statsitics. I've also included some helper functions for visualization and estimating the best parameters for phase-space decomposition (the meat of chaos analysis) to help alleviate headaches.
You are free to use / distribute this code, but please keep a reference to the original code base and author.