ecomplex: Compute the epsilon-complexity of a time series.

Description Usage Arguments Value

Description

Compute the epsilon-complexity of a time series.

Usage

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ecomplex(x, ds = 6, max_degree = 5, method = c("cspline", "bspline",
  "lift", "all"), err_norm = c("mae", "mse", "max"), sample_type = c("step",
  "random"))

Arguments

x

A vector of points.

ds

Number of times to downsample the input sequence.

max_degree

The maximum order spline used in the approximation step

method

The interpolation or approximation method. One of c("bspline", "cspline")

err_norm

The norm type used in computing the approximation error.

sample_type

The downsampling type. Either randomly sampled or downsampled in integer steps.

Value

A list with :

A The epsilon-complexity intercept coefficient
B The epsilon-complexity slope coefficient
fit The full linear model generated by fitting log(epsilons) ~ log(S) using lm().
epsilons The mean sum of absolute errors at each downsample level.
S The fraction of samples maintained at each downsample level.
method The method used or a list of methods if method "all" is used.

nwaff/ecomplex documentation built on May 24, 2019, 10:56 a.m.