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

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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.

Author
Georg M. Goerg <gmg@stat.cmu.edu>
Date of publication
2013-11-26 07:39:36
Maintainer
Georg M. Goerg <gmg@stat.cmu.edu>
License
GPL-2
Version
0.2.0
URLs

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)

Files in this package

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