# predictive_info: Predictive Information In rinform: An R Wrapper of the 'Inform' C Library for Information Analysis of Complex Systems

## Description

Compute the predictive information from a time series with history length `kpast` and future length `kfuture`.

## Usage

 `1` ```predictive_info(series, kpast, kfuture, local = FALSE) ```

## Arguments

 `series` Vector or matrix specifying one or more time series. `kpast` Integer giving the history length. `kfuture` Integer giving the future length. `local` Boolean specifying whether to compute the local predictive information.

## Value

Numeric giving the average predictive information or a vector giving the local predictive information.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16``` ```# One initial condition xs <- c(0, 0, 1, 1, 0, 0, 1, 1, 0) predictive_info(xs, kpast = 1, kfuture = 2) # 0.985228 # [0.807, 0.807, 1.222, 1.222, 0.807, 0.807, 1.222] predictive_info(xs, kpast = 1, kfuture = 2, local = TRUE) # Multiple initial conditions xs <- matrix(0, nrow = 9, ncol = 2) xs[, 1] <- c(0, 0, 1, 1, 0, 0, 1, 1, 0) xs[, 2] <- c(0, 1, 0, 1, 0, 1, 0, 1, 0) predictive_info(xs, kpast = 1, kfuture = 2) # 0.244905 # [, 1] -0.515 0.807 -0.363 1.222 -0.515 0.807 -0.363 # [, 2] 0.222 0.485 0.222 0.485 0.222 0.485 0.222 predictive_info(xs, kpast = 1, kfuture = 2, local = TRUE) ```

rinform documentation built on April 1, 2018, 12:12 p.m.