View source: R/LegacyInterface.R

make_block | R Documentation |

`make_block`

generates a time offset block with the
appropriate max_lag and tau. The first column is presumed to be a time
or index vector, and is not included in the embedding.

make_block(block, columns = NULL, t = NULL, max_lag = 3, tau = -1, lib = NULL, restrict_to_lib = TRUE)

`block` |
a data.frame or matrix where each column is a time series |

`columns` |
list of column names to time delay. |

`t` |
Not used |

`max_lag` |
the total number of lags to include for each variable. So if max_lag == 3, a variable X is offset with lags X[t], X[t + tau], X[t + 2*tau] |

`tau` |
the time delay offset for embedding |

`lib` |
not used |

`restrict_to_lib` |
not used |

A data.frame with time offset columns. If the original block had columns X, Y and max_lag = 3, then the returned data.frame will have columns X(t-0) X(t-1) X(t-2) Y(t-0) Y(t-1) Y(t-2).

data("block_3sp") make_block(block_3sp[, c(1, 2, 5)])

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