Embed: Embed data with time lags

In rEDM: Empirical Dynamic Modeling ('EDM')

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), or vector of column names used to create the library. If individual column names contain whitespace place names in a vector, or, append ',' to the name.
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 May 29, 2024, 12:02 p.m.