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

Description Usage Arguments Value

View source: R/optimise-dim-simplex.R

Description

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

Usage

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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 Nov. 30, 2017, 7:24 a.m.