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MakeBlock
performs Takens time-delay embedding on
columns
. It is an internal function called by Embed
that does not perform input error checking or validation.
MakeBlock(dataFrame, E = 0, tau = -1, columns = "")
input data.frame. The first column must be a time index or time values. The columns must be named.
embedding dimension.
integer time delay embedding lag specified as number of time column rows.
string of whitespace separated column name(s) in the input data to be embedded.
A data.frame with lagged columns. E columns for each variable specified
in columns
.
Each columns
item will have E-1 time-lagged vectors created.
The column name is appended with (t-n)
. For example, data
columns X, Y, with E = 2 will have columns named
X(t-0) X(t-1) Y(t-0) Y(t-1)
.
The returned data.frame does not have a time column. The returned data.frame is truncated by tau * (E-1) rows to remove state vectors with partial data (NaN elements).
# NOT RUN {
data(TentMap)
embed <- MakeBlock(TentMap, 3, 1, "TentMap")
# }
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