data.gen.nl2: Nonlinear system with Exogenous covariates

Description Usage Arguments Value References Examples

View source: R/data_gen_NL.R

Description

Nonlinear system with Exogenous covariates

Usage

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data.gen.nl2(nobs, ndim = 7, noise = 1)

Arguments

nobs

The data length to be generated.

ndim

The number of potential predictors (default is 9).

noise

The noise level in the time series.

Value

A list of 3 elements: a vector of response (x), a matrix of potential predictors (dp) with each column containing one potential predictor, and a vector of true predictor numbers.

References

Sharma, A., & Mehrotra, R. (2014). An information theoretic alternative to model a natural system using observational information alone. Water Resources Research, 50(1), 650-660.

Examples

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###synthetic example - Friedman
#Friedman with independent uniform variates
data.nl1 <- data.gen.nl1(nobs=1000)

#Friedman with correlated uniform variates
data.nl2 <- data.gen.nl2(nobs=1000)

plot.ts(cbind(data.nl1$x,data.nl2$x), col=c('red','blue'), main=NA, xlab=NA,
        ylab=c('Nonlinear system with \n independent uniform variates',
        'Nonlinear system with \n correlated uniform variates'))

synthesis documentation built on May 3, 2021, 9:07 a.m.