optimise_dim_simplex: Finds the minimal embedding dimension of a series 'v'...

In kahaaga/tstools: Useful functions

Description

Finds the minimal embedding dimension of a series 'v' according to the method of simplex projection.

Usage

optimise_dim_simplex(v, min.embedding.dim = 2, max.embedding.dim = 10,
  embedding.lag = 1, plot.simplex.projection = FALSE)

Arguments

v	A numeric vector containing the series.
min.embedding.dim	The minimum embedding dimension.
max.embedding.dim	The minimum embedding dimension.
embedding.lag	The embedding lag.
plot.simplex.projection	Should the simplex projection results be plotted?

Value

The embedding dimension that optimises simplex projection of the series.

kahaaga/tstools documentation built on May 24, 2019, 5:01 a.m.