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 <firstname.lastname@example.org>|
|Date of publication||2013-11-26 07:39:36|
|Maintainer||Georg M. Goerg <email@example.com>|
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...
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)