A new implementation of EDM algorithms based on research software previously developed for internal use in the Sugihara Lab (UCSD/SIO). Contains C++ compiled objects that use time delay embedding to perform state-space reconstruction and nonlinear forecasting and an R interface to those objects using 'Rcpp'. It supports both the simplex projection method from Sugihara & May (1990) and the S-map algorithm in Sugihara (1994) . In addition, this package implements convergent cross mapping as described in Sugihara et al. (2012) and multiview embedding as described in Ye & Sugihara (2016) .

Documentation

Manual: rEDM.pdf
Vignette: rEDM User Guide

Maintainer: Hao Ye <hye at ucsd.edu>

Author(s): Hao Ye*, Adam Clark*, Ethan Deyle*, Oliver Keyes*, George Sugihara*

Install package and any missing dependencies by running this line in your R console:

install.packages("rEDM")

Depends
Imports Rcpp(>=0.11.5), methods
Suggests knitr, rmarkdown
Enhances
Linking to Rcpp, RcppEigen
Reverse
depends
Reverse
imports
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package rEDM
Materials
URL
Task Views
Version 0.5.4
Published 2016-11-16
License file LICENSE
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks rEDM check results
Package source rEDM_0.5.4.tar.gz