data.gen.nl2 | R Documentation |
Nonlinear system with Exogenous covariates
data.gen.nl2(nobs, ndim = 7, noise = 1)
nobs |
The data length to be generated. |
ndim |
The number of potential predictors (default is 9). |
noise |
The noise level in the time series. |
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.
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.
###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'))
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