EDM_pred_E_2: Simplex prediction only for 'E=2', only used to run...

In luke-a-rogers/pbsedm: An R package to implement some of the methods of empirical dynamic modelling

Simplex prediction only for 'E=2', only used to run 'data-raw/Nx_lags_orig.R'

Description

Simple early code to estimate X(t^*+1) and its variance, for all valid values of t^* for a 'tbl_df' 'Nx.lags'. Only for embedding dimension E=2. Was original older code, keeping in package to demonstrate what was done, and that this code is independent to the 'pbsEDM()' function. Probably no need to make this code consistent with final notation, as this code is not mean to be used again.

Usage

EDM_pred_E_2(Nx.lags, Efix = 2)

Arguments

Nx.lags	tbl_df with time indexing the row, and columns Nt, Ntmin1, Xt, Xtmin1, Xtmin2, rEDM.pred and rEDM.var (though only Xt and Xtmin1 are used for E=2).
Efix	Embedding dimension, currently only works for 'Efix'=2.

Value

List containing * Nx.lags: dataframe that was inputted but now now also has columns 'my.pred' and 'my.var' for my manual calculations of the predicted value of $X(t^*+1)$ obtained by omitting $X(t^*)$, and its variance. * my.full.calcs: list of dataframes, one component '[[tstar]]' for each 'tstar', that contains full 'Xt', 'Xtmin1', 'd', 'rank' and 'w' for that tstar * psi.values: dataframe of values of 'psi.vec' (so 'psi_1', 'psi_2', and 'psi_3', since 'Efix'=2), one row for each 't*'.

Author(s)

Andrew Edwards

luke-a-rogers/pbsedm documentation built on June 3, 2024, 5:20 a.m.