est_emDim: Estimate number of embedding dimensions

In FredHasselman/casnet: A Toolbox for Studying Complex Adaptive Systems and Networks

Estimate number of embedding dimensions

Description

A wrapper for nonlinearTseries::estimateEmbeddingDim

Usage

est_emDim(
  y,
  delay = est_emLag(y),
  maxDim = 15,
  threshold = 0.95,
  max.relative.change = 0.1,
  doPlot = FALSE,
  ...
)

Arguments

y	Time series or numeric vector
delay	Embedding lag
maxDim	Maximum number of embedding dimensions
threshold	See nonlinearTseries::estimateEmbeddingDim()
max.relative.change	See nonlinearTseries::estimateEmbeddingDim()
doPlot	Plot
...	Other arguments (not in use)

Details

A wrapper for nonlinearTseries::estimateEmbeddingDim

Value

Embedding dimensions

See Also

Other Estimate Recurrence Parameters: est_emLag(), est_parameters(), est_parameters_roc(), est_radius(), est_radius_rqa()

FredHasselman/casnet documentation built on March 10, 2024, 8:23 a.m.