smap_efficient: SMap That Returns Only The Forecast Accuracy

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

SMap That Returns Only The Forecast Accuracy

Description

SMap That Returns Only The Forecast Accuracy

Usage

smap_efficient(
  N,
  lags = NULL,
  theta = 0,
  p = 1L,
  first_difference = FALSE,
  centre_and_scale = FALSE,
  exclusion_radius = "half"
)

Arguments

N	A data frame with named columns for the response variable and covariate time series.
lags	A list of named integer vectors specifying the lags to use for each time series in N.
theta	The numeric local weighting parameter.
p	The integer forecast distance.
first_difference	Logical. First-difference each time series?
centre_and_scale	Logical. Centre and scale each time series?
exclusion_radius	Number of points around $\bf x_t^*$ to exclude as candidate nearest neighbours; either default of 'half' as used for our manuscript (see equation (6)), or a number to match the 'exclusionRadius' setting in 'rEDM::Simplex()'. See '?pbsDist' for more details.

Value

[numeric()] The forecast accuracy rho

Examples

 N <- data.frame(x = simple_ts)
 lags <- list(x = 0:1)
 m4 <- smap_efficient(N, lags, first_difference = TRUE)

# And see pbsSmap vignette.

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