state_space_reconstruction | R Documentation |
Rows are centred and scaled points in the state-space reconstruction.
state_space_reconstruction(data, response, lags)
data |
[matrix()] with variables as named columns |
response |
[character()] column name of the response variable |
lags |
[list()] of a named vector of lags for each explanatory variable |
[state_space_reconstruction()] [matrix()] with unlagged response and lagged explanatory variables centred on their means and scaled by their respective standard deviations, with automatically generated column names.
Luke A. Rogers
d <- data.frame(x = 1:10, y = 11:20)
state_space_reconstruction(d, response = "x", lags = list(y = c(0, 1, 2, 3)))
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