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

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
http://www.stat.cmu.edu/~gmg

View on CRAN

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

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

Files

LICORS
LICORS/NAMESPACE
LICORS/NEWS
LICORS/data
LICORS/data/contCA00.rda
LICORS/R
LICORS/R/search_knn.R LICORS/R/image2.R LICORS/R/compute_NEC.R LICORS/R/wKDE.R LICORS/R/LICORS-package.R LICORS/R/LC-utils.R LICORS/R/initialize_states.R LICORS/R/weight_matrix2states.R LICORS/R/compute_margin_coordinates.R LICORS/R/states2weight_matrix.R LICORS/R/threshold.R LICORS/R/sparsify_weights.R LICORS/R/estimate_state_adj_matrix.R LICORS/R/relabel_vector.R LICORS/R/estimate_state_probs.R LICORS/R/setup_LC_geometry.R LICORS/R/compute_LC_coordinates.R LICORS/R/remove_small_sample_states.R LICORS/R/kmeanspp.R LICORS/R/rdensity.R LICORS/R/compute_LICORS_loglik.R LICORS/R/data2LCs.R LICORS/R/mixed_LICORS.R LICORS/R/compute_mixture_penalty.R LICORS/R/contCA00.R LICORS/R/estimate_LC_pdfs.R LICORS/R/get_LC_config.R LICORS/R/normalize.R LICORS/R/predict_FLC_given_PLC.R LICORS/R/merge_states.R LICORS/R/embed2.R LICORS/R/mixed_LICORS-utils.R LICORS/R/get_spacetime_grid.R
LICORS/MD5
LICORS/DESCRIPTION
LICORS/man
LICORS/man/LC-utils.Rd LICORS/man/estimate_state_adj_matrix.Rd LICORS/man/predict_FLC_given_PLC.Rd LICORS/man/weight_matrix2states.Rd LICORS/man/mixed_LICORS-utils.Rd LICORS/man/estimate_LC_pdfs.Rd LICORS/man/search_knn.Rd LICORS/man/threshold.Rd LICORS/man/image2.Rd LICORS/man/remove_small_sample_states.Rd LICORS/man/LICORS-package.Rd LICORS/man/rdensity.Rd LICORS/man/relabel_vector.Rd LICORS/man/states2weight_matrix.Rd LICORS/man/compute_NEC.Rd LICORS/man/get_LC_config.Rd LICORS/man/compute_LC_coordinates.Rd LICORS/man/wKDE.Rd LICORS/man/estimate_state_probs.Rd LICORS/man/data2LCs.Rd LICORS/man/initialize_states.Rd LICORS/man/merge_states.Rd LICORS/man/compute_mixture_penalty.Rd LICORS/man/setup_LC_geometry.Rd LICORS/man/sparsify_weights.Rd LICORS/man/compute_margin_coordinates.Rd LICORS/man/normalize.Rd LICORS/man/get_spacetime_grid.Rd LICORS/man/mixed_LICORS.Rd LICORS/man/embed2.Rd LICORS/man/contCA00.Rd LICORS/man/kmeanspp.Rd LICORS/man/compute_LICORS_loglik.Rd
LICORS/.Rinstignore

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