ha0ye/rEDM: Applications of Empirical Dynamic Modeling from Time Series

A new implementation of EDM algorithms based on research software previously developed for internal use in the Sugihara Lab (UCSD/SIO). Contains C++ compiled objects that use time delay embedding to perform state-space reconstruction and nonlinear forecasting and an R interface to those objects using 'Rcpp'. It supports both the simplex projection method from Sugihara & May (1990) <DOI:10.1038/344734a0> and the S-map algorithm in Sugihara (1994) <DOI:10.1098/rsta.1994.0106>. In addition, this package implements convergent cross mapping as described in Sugihara et al. (2012) <DOI:10.1126/science.1227079> and multiview embedding as described in Ye & Sugihara (2016) <DOI:10.1126/science.aag0863>.

install.packages("remotes")
remotes::install_github("ha0ye/rEDM")