Embed: Embed data with time lags

View source: R/EDM.R

EmbedR Documentation

Embed data with time lags

Description

Embed performs Takens time-delay embedding on columns.

Usage

Embed(path = "./", dataFile = "", dataFrame = NULL, E = 0, tau = -1, 
columns = "", verbose = FALSE)  

Arguments

path

path to dataFile.

dataFile

.csv format data file name. The first column must be a time index or time values. The first row must be column names. One of dataFile or dataFrame are required.

dataFrame

input data.frame. The first column must be a time index or time values. The columns must be named. One of dataFile or dataFrame are required.

E

embedding dimension.

tau

integer time delay embedding lag specified as number of time column rows.

columns

string of whitespace separated column name(s) in the input data to be embedded.

verbose

logical to produce additional console reporting.

Details

Each columns item will have E-1 time-lagged vectors created. The column name is appended with (t-n). For example, data columns X, Y, with E = 2 will have columns named X(t-0) X(t-1) Y(t-0) Y(t-1).

The returned data.frame does not have a time column. The returned data.frame is truncated by tau * (E-1) rows to remove state vectors with partial data (NaN elements).

Value

A data.frame with lagged columns. E columns for each variable specified in columns.

Examples

data(circle)
embed <- Embed( dataFrame = circle, E = 2, tau = -1, columns = "x y" ) 

rEDM documentation built on Aug. 6, 2022, 5:08 p.m.