R/simplex.R

In tEDM: Temporal Empirical Dynamic Modeling

.simplex_ts_method = \(data, column, target, lib = NULL, pred = NULL, E = 2:10, tau = 1, 
                       k = E+1,dist.metric = "L1",dist.average = TRUE,threads = length(E)){
  vx = .uni_ts(data,column)
  vy = .uni_ts(data,target)
  if (is.null(lib)) lib = .internal_library(cbind(vx,vy))
  if (is.null(pred)) pred = lib
  res = RcppSimplex4TS(vx,vy,lib,pred,E,k,tau,.check_distmetric(dist.metric),dist.average,threads)
  return(.bind_xmapself(res,target,"simplex",tau))
}

.simplex_tss_method = \(data, column, target, lib = NULL, pred = NULL, E = 2:10, tau = 1, 
                        k = E+1,dist.metric = "L1",dist.average = TRUE,threads = length(E)){
  mx = as.matrix(data[[column]])
  my = as.matrix(data[[target]])
  if (is.null(lib)) lib = seq_len(ncol(my))
  if (is.null(pred)) pred = lib
  res = RcppMultiSimplex4TS(mx,my,lib,pred,E,k,tau,.check_distmetric(dist.metric),dist.average,threads)
  return(.bind_xmapself(res,target,"simplex",tau))
}

#' simplex forecast
#'
#' @inheritParams embedded
#' @param column name of library variable.
#' @param lib (optional) libraries indices.
#' @param pred (optional) predictions indices.
#' @param k (optional) number of nearest neighbors used in prediction.
#' @param dist.metric (optional) distance metric (`L1`: Manhattan, `L2`: Euclidean).
#' @param dist.average (optional) whether to average distance.
#' @param threads (optional) number of threads to use.
#'
#' @return A list
#' \describe{
#' \item{\code{xmap}}{forecast performance}
#' \item{\code{varname}}{name of target variable}
#' \item{\code{method}}{method of cross mapping}
#' \item{\code{tau}}{step of time lag}
#' }
#' @export
#' @name simplex
#' @aliases simplex,data.frame-method
#' @references
#' Sugihara G. and May R. 1990. Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series. Nature, 344:734-741.
#'
#' @examples
#' sim = logistic_map(x = 0.4,y = 0.4,step = 45,beta_xy = 0.5,beta_yx = 0)
#' simplex(sim,"x","y",E = 4:10,k = 7,threads = 1)
#'
methods::setMethod("simplex", "data.frame", .simplex_ts_method)

#' @rdname simplex
methods::setMethod("simplex", "list", .simplex_tss_method)