rEDM

Applications of Empirical Dynamic Modeling from Time Series

A new implementation of EDM algorithms based on research software previously developed for internal use in the Sugihara Lab (UCSD/SIO). Contains C++ compiled objects that use time delay embedding to perform state-space reconstruction and nonlinear forecasting and an R interface to those objects using 'Rcpp'. It supports both the simplex projection method from Sugihara & May (1990) <DOI:10.1038/344734a0> and the S-map algorithm in Sugihara (1994) <DOI:10.1098/rsta.1994.0106>. In addition, this package implements convergent cross mapping as described in Sugihara et al. (2012) <DOI:10.1126/science.1227079> and multiview embedding as described in Ye & Sugihara (2016) <DOI:10.1126/science.aag0863>.

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Description file content

Package
rEDM
Type
Package
Title
Applications of Empirical Dynamic Modeling from Time Series
Version
0.6.9
Date
2017-12-04
Maintainer
Hao Ye
Author
Hao Ye [aut, cre], Adam Clark [aut], Ethan Deyle [aut], Steve Munch [aut], Oliver Keyes [ctb], Jun Cai [ctb], Ethan White [ctb], Jane Cowles [ctb], James Stagge [ctb], Yair Daon [ctb], Andrew Edwards [ctb], George Sugihara [ctb, ccp]
Description
A new implementation of EDM algorithms based on research software previously developed for internal use in the Sugihara Lab (UCSD/SIO). Contains C++ compiled objects that use time delay embedding to perform state-space reconstruction and nonlinear forecasting and an R interface to those objects using 'Rcpp'. It supports both the simplex projection method from Sugihara & May (1990) and the S-map algorithm in Sugihara (1994) . In addition, this package implements convergent cross mapping as described in Sugihara et al. (2012) and multiview embedding as described in Ye & Sugihara (2016) .
License
file LICENSE
NeedsCompilation
yes
Imports
Rcpp (>= 0.11.5), methods
LinkingTo
Rcpp, RcppEigen
RcppModules
lnlp_module, block_lnlp_module, ccm_module
Suggests
knitr, rmarkdown, R.rsp, ggplot2, testthat
VignetteBuilder
knitr, R.rsp
RoxygenNote
6.0.1
Packaged
2017-12-04 23:10:01 UTC; hye
Repository
CRAN
Date/Publication
2017-12-04 23:21:36 UTC

install.packages('rEDM')

0.6.9

9 days ago

Hao Ye

file LICENSE

Imports

Rcpp (>= 0.11.5), methods

Suggests

knitr, rmarkdown, R.rsp, ggplot2, testthat

Discussions