fnn | R Documentation |
Search for FNN to get an optimal Embedding Dimension using by using nonlinearTseries::findAllNeighbours()
in a loop.
fnn(y, emLag = 1, maxDim = 10, radius = sd(y)/10, number.boxes = NULL)
y |
A numeric vector or time series |
emLag |
Optimal embedding lag (delay), e.g., provided by an optimising algorithm. If |
maxDim |
Maximum number of embedding dimensions to consider (default = |
radius |
Size of the neighbourhood: Every point smaller than the radius will be considered a near neighbour, see |
number.boxes |
Integer representing number of boxes to to speed up neighbour search, if |
FNN curve
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