embed.time.table: Delay embedding of time.table

Description Usage Arguments

View source: R/time.table.R

Description

Creates a time delay embedding (a la Takens' theorem) for the measuement values of a time.table, that is to say it adds columns for a number of lagged values for each measuement.

Usage

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## S3 method for class 'time.table'
embed(x, dimension = 1, prefixes = NULL,
  suffixes = NULL, lag = TRUE, preserve.frequency = TRUE)

Arguments

x

time.table to embedd

dimension

number of lagged values to add columns for

prefixes

prefixes to add to lagged column names, either vector of length column or a single string, defaults to "lag."

suffixes

suffixes to add to lagged column names, either vector of length column or a single string, defaults to c(".1", ".2", ..., ".dimension").

forward

whether to lag values (the alternative being to lead them), defaults to true

preserve.frequency

whether the result should include only those index/time combinations present in x


rossklin/timetablr documentation built on May 27, 2019, 11:40 p.m.