dtheta_allpoints: Compute the local dimension and the persistence for several...

In thaos/dtheta: What the Package Does (One Line, Title Case)

Description

Compute the local dimension and the persistence for several points using the future API for parallel computing.

Usage

dtheta_allpoints(X0, Xref, rho = 0.98, method = "Ferro", method.args = list(), ...)

Arguments

X0	The N points for which the local dimension and persistence are to be estimated. It is a matrix of dimension NxD where D is the number of variable defining the state of the system.
Xref	A set of points defining the trajectory of the dynamical system over T timesteps. It is a matrix of dimension TxD where D is the number of variable defining the state of the system.
rho	The empirical quantile level used to compute the local dimension and the persitance indicators.
method	A string with name of the persistence estimator to use. Availble choices are "Ferro", "Sueveges" and "Caby"
method.args	A named list with additionnal arguments needed by the persistence estimator. The argument "m" for the Caby estimator.
...	A named list with additionnal arguments for the parallel API future.

Value

return a matrix of of dimension Nx2 with the estimates of local dimension in the first colunm and of the persistence in the second.

Examples

n <- 1000
q <- 0.99
ar1 <- 0.5
X <- as.vector(arima.sim(list(order=c(1,0,0), ar=ar1), n=n)*sqrt(1-ar1^2))
dtheta_allpoints(X, X, rho = 0.98, method = "Caby", method.args = list(m = 1))

thaos/dtheta documentation built on Jan. 7, 2021, 6:26 p.m.