NltsFn: Non-linear time series - crossvalidation correlation
In James-Thorson/NLTS: Non-linear time series

Description Usage Arguments Value Author(s) References

View source: R/NltsFn.R

Calculates correlation for crossvalidation

1	NltsFn(Y, PredInterval, Nembed, Theta = NA, Method)

`Y`	Time series
`PredInterval`	Prediction interval, i.e. 1 represents predicting one observation ahead
`Nembed`	Embedding dimension (if using simplex)
`Theta`	Magnitude of non-linearity (if using S-map)
`Method`	Method to use, either 'Smap' or 'Simplex'

Returns a table comparing crossvalidation predictions and observations, as well as the their correlation

James Thorson

Sugihara, G., and May, R.M. 1990. Nonlinear forecasting as a way of distinguishing chaos from measurement error in time series. Nature 334: 734-741. Sugihara, G. 1994. Nonlinear forecasting for the classification of natural time series. Philosophical Transactions of the Royal Society B: Biological Sciences 348: 477-495.

James-Thorson/NLTS documentation built on May 7, 2019, 10:19 a.m.