pbsDist: Compute Distances Between Allowed Points in the State Space...

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

Compute Distances Between Allowed Points in the State Space Reconstruction

Description

Compute Distances Between Allowed Points in the State Space Reconstruction

Usage

pbsDist(X, lags, p = 1L, first_difference = FALSE, exclusion_radius = "half")

Arguments

X	[matrix()] with named [numeric()] columns.
lags	[list()] of named integer vectors specifying the lags to use for each time series in N.
p	[integer()] The forecast distance.
first_difference	[logical()] First-difference each time series?
@param	exclusion_radius Number of points around $\bf x_t^*$ to exclude as candidate nearest neighbours. Default is 'half' as used for our manuscript (see equation (6)), to only exclude the next $E$ values, where embedding dimension $E$ is defined as the number of lags specified in 'lags'. If 'exclusion_radius' is an integer, then that number of values after and before $\bf x_t^*$ are excluded, to match the 'exclusionRadius' setting in 'rEDM::Simplex()'; use 0 to match the default in 'rEDM::Simplex()'.

Value

[pbsDist()] [matrix()] of allowed distances

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