EmbedDimension | R Documentation |

`EmbedDimension`

uses `Simplex`

to evaluate
prediction accuracy as a function of embedding dimension.

EmbedDimension(pathIn = "./", dataFile = "", dataFrame = NULL, pathOut = "", predictFile = "", lib = "", pred = "", maxE = 10, Tp = 1, tau = -1, exclusionRadius = 0, columns = "", target = "", embedded = FALSE, verbose = FALSE, validLib = vector(), numThreads = 4, showPlot = TRUE)

`pathIn` |
path to |

`dataFile` |
.csv format data file name. The first column must be a time index or time values. The first row must be column names. |

`dataFrame` |
input data.frame. The first column must be a time index or time values. The columns must be named. |

`pathOut` |
path for |

`predictFile` |
output file name. |

`lib` |
string with start and stop indices of input data rows used to create the library of observations. A single contiguous range is supported. |

`pred` |
string with start and stop indices of input data rows used for predictions. A single contiguous range is supported. |

`maxE` |
maximum value of E to evalulate. |

`Tp` |
prediction horizon (number of time column rows). |

`tau` |
lag of time delay embedding specified as number of time column rows. |

`exclusionRadius` |
excludes vectors from the search space of nearest neighbors if their relative time index is within exclusionRadius. |

`columns` |
string of whitespace separated column name(s) in the input data used to create the library. |

`target` |
column name in the input data used for prediction. |

`embedded` |
logical specifying if the input data are embedded. |

`verbose` |
logical to produce additional console reporting. |

`validLib` |
logical vector the same length as the number of data rows. Any data row represented in this vector as FALSE, will not be included in the library. |

`numThreads` |
number of parallel threads for computation. |

`showPlot` |
logical to plot results. |

A data.frame with columns `E, rho`

.

data(TentMap) E.rho = EmbedDimension( dataFrame = TentMap, lib = "1 100", pred = "201 500", columns = "TentMap", target = "TentMap", showPlot = FALSE )

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