rEDM: Applications of empirical dynamic modeling from time series.

Description Details Author(s)

Description

The rEDM package is 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>.

Details

This package is divided into a set of main functions to perform various analyses, as well as helper functions that perform minor tasks, such as generate data, processing output, and wrapper functions.

Main Functions:

Helper Functions:

Author(s)

Maintainer: Hao Ye

Authors: Adam Clark, Ethan Deyle, Steve Munch

Contributors: Oliver Keyes, Jun Cai, Ethan White, Jane Cowles, James Stagge, Yair Daon, Andrew Edwards, George Sugihara


ha0ye/rEDM documentation built on March 30, 2021, 11:21 p.m.