LICORS: Light Cone Reconstruction of States - Predictive State Estimation From Spatio-Temporal Data
Version 0.2.0

Estimates predictive states from spatio-temporal data and consequently can provide provably optimal forecasts. Currently this implementation supports an N-dimensional spatial grid observed over equally spaced time intervals. E.g. a video is a 2D spatial systems observed over time. This package implements mixed LICORS, has plotting tools (for (1+1)D and (2+1)D systems), and methods for optimal forecasting. Due to memory limitations it is recommend to only analyze (1+1)D systems.

AuthorGeorg M. Goerg <gmg@stat.cmu.edu>
Date of publication2013-11-26 07:39:36
MaintainerGeorg M. Goerg <gmg@stat.cmu.edu>
LicenseGPL-2
Version0.2.0
URL http://www.stat.cmu.edu/~gmg
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("LICORS")

Getting started

Package overview

Popular man pages

compute_LC_coordinates: Computes coordinates of PLC and FLC relative to origin
embed2: Improved embed() function
kmeanspp: Kmeans++
mixed_LICORS: Mixed LICORS: An EM-like Algorithm for Predictive State Space...
normalize: Normalize a matrix/vector to sum to one (probability simplex)
rdensity: Generate random sample from density() or wKDE
remove_small_sample_states: Reassign low sample states to close states
See all...

All man pages Function index File listing

Man pages

compute_LC_coordinates: Computes coordinates of PLC and FLC relative to origin
compute_LICORS_loglik: Log-likelihood of LICORS model
compute_margin_coordinates: Get LC configuration from a (N+1)D field
compute_mixture_penalty: Penalty of mixture weights
compute_NEC: Compute Negative Entropy Criterion (NEC)
contCA00: Simulated 7 state (1+1)D field
data2LCs: Iterate over (N+1)D field and get all LC configurations
embed2: Improved embed() function
estimate_LC_pdfs: Estimate PLC/FLC distributions for all states
estimate_state_adj_matrix: Estimate adjacency matrix for equivalent FLC distributions...
estimate_state_probs: Estimate conditional/marginal state probabilities
get_LC_config: Get configuration of a light cone (LC)
get_spacetime_grid: Get an iterator over the space-time coordinates of the field.
image2: Improved image() function
initialize_states: State initialization for iterative algorithms (randomly or...
kmeanspp: Kmeans++
LC-utils: Utilities for LC class
LICORS-package: Light Cone Reconstruction of States - Predictive State...
merge_states: Merge several states into one
mixed_LICORS: Mixed LICORS: An EM-like Algorithm for Predictive State Space...
mixed_LICORS-utils: Utilities for "LICORS" class
normalize: Normalize a matrix/vector to sum to one (probability simplex)
predict_FLC_given_PLC: Predict FLCs given new PLCs
rdensity: Generate random sample from density() or wKDE
relabel_vector: Relabels a vector to consecutive labels
remove_small_sample_states: Reassign low sample states to close states
search_knn: K nearest neighbor (KNN) search
setup_LC_geometry: Setup light cone geometry
sparsify_weights: Sparsify weights
states2weight_matrix: Converts label vector to 0/1 mixture weight matrix
threshold: Threshold a matrix/vector below and above
weight_matrix2states: Returns unique state assignment from a (row-wise) weight...
wKDE: Weighted kernel density estimator (wKDE)

Functions

LC-utils Man page
LC_coordinates2control_settings Man page Source code
LICORS Man page
LICORS-package Man page
complete_LICORS_control Man page Source code
compute_LC_coordinates Man page Source code
compute_LICORS_loglik Man page Source code
compute_NEC Man page Source code
compute_margin_coordinates Man page Source code
compute_mixture_penalty Man page Source code
contCA00 Man page
data2LCs Man page Source code
embed2 Man page Source code
estimate_LC.pdf.state Man page
estimate_LC_pdf_state Man page Source code
estimate_LC_pdfs Man page Source code
estimate_state_adj_matrix Man page Source code
estimate_state_probs Man page Source code
get_LC_config Man page Source code
get_spacetime_grid Man page Source code
image2 Man page Source code
initialize_states Man page Source code
kmeanspp Man page Source code
make_legend Man page Source code
merge_states Man page Source code
mixed_LICORS Man page Source code
mixed_LICORS-utils Man page
mv_wKDE Man page Source code
normalize Man page Source code
plot.LC Man page Source code
plot.mixed_LICORS Man page Source code
predict.mixed_LICORS Man page Source code
predict_FLC_given_PLC Man page Source code
rdensity Man page Source code
relabel_vector Man page Source code
remove_small_sample_states Man page Source code
search_knn Man page Source code
setup_LC_geometry Man page Source code
sparsify_weights Man page Source code
states2weight_matrix Man page Source code
summary.LC Man page Source code
summary.mixed_LICORS Man page Source code
threshold Man page Source code
wKDE Man page Source code
weight_matrix2states Man page Source code

Files

NAMESPACE
NEWS
data
data/contCA00.rda
R
R/search_knn.R
R/image2.R
R/compute_NEC.R
R/wKDE.R
R/LICORS-package.R
R/LC-utils.R
R/initialize_states.R
R/weight_matrix2states.R
R/compute_margin_coordinates.R
R/states2weight_matrix.R
R/threshold.R
R/sparsify_weights.R
R/estimate_state_adj_matrix.R
R/relabel_vector.R
R/estimate_state_probs.R
R/setup_LC_geometry.R
R/compute_LC_coordinates.R
R/remove_small_sample_states.R
R/kmeanspp.R
R/rdensity.R
R/compute_LICORS_loglik.R
R/data2LCs.R
R/mixed_LICORS.R
R/compute_mixture_penalty.R
R/contCA00.R
R/estimate_LC_pdfs.R
R/get_LC_config.R
R/normalize.R
R/predict_FLC_given_PLC.R
R/merge_states.R
R/embed2.R
R/mixed_LICORS-utils.R
R/get_spacetime_grid.R
MD5
DESCRIPTION
man
man/LC-utils.Rd
man/estimate_state_adj_matrix.Rd
man/predict_FLC_given_PLC.Rd
man/weight_matrix2states.Rd
man/mixed_LICORS-utils.Rd
man/estimate_LC_pdfs.Rd
man/search_knn.Rd
man/threshold.Rd
man/image2.Rd
man/remove_small_sample_states.Rd
man/LICORS-package.Rd
man/rdensity.Rd
man/relabel_vector.Rd
man/states2weight_matrix.Rd
man/compute_NEC.Rd
man/get_LC_config.Rd
man/compute_LC_coordinates.Rd
man/wKDE.Rd
man/estimate_state_probs.Rd
man/data2LCs.Rd
man/initialize_states.Rd
man/merge_states.Rd
man/compute_mixture_penalty.Rd
man/setup_LC_geometry.Rd
man/sparsify_weights.Rd
man/compute_margin_coordinates.Rd
man/normalize.Rd
man/get_spacetime_grid.Rd
man/mixed_LICORS.Rd
man/embed2.Rd
man/contCA00.Rd
man/kmeanspp.Rd
man/compute_LICORS_loglik.Rd
.Rinstignore
LICORS documentation built on May 19, 2017, 10:46 a.m.

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