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>.

Package details

AuthorHao 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], George Sugihara [ctb, ccp]
MaintainerSugihara Lab Maintainer <[email protected]>
Licensefile LICENSE
Version0.7.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rEDM")

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rEDM documentation built on Dec. 10, 2018, 5:06 p.m.