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LICORS (version 0.2.0)

Light Cone Reconstruction of States - Predictive State Estimation From Spatio-Temporal Data

Description

Estimates predictive states from spatio-temporal data and consequently can provide provably optimal forecasts. Currently this implementation supports an N-dimensional spatial grid observed over equally spaced time intervals. E.g. a video is a 2D spatial systems observed over time. This package implements mixed LICORS, has plotting tools (for (1+1)D and (2+1)D systems), and methods for optimal forecasting. Due to memory limitations it is recommend to only analyze (1+1)D systems.

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Version

Install

install.packages('LICORS')

Monthly Downloads

24

Version

0.2.0

License

GPL-2

Maintainer

Georg Goerg

Last Published

November 26th, 2013

Functions in LICORS (0.2.0)

compute_margin_coordinates

Get LC configuration from a (N+1)D field
kmeanspp

Kmeans++
compute_mixture_penalty

Penalty of mixture weights
rdensity

Generate random sample from density() or wKDE
LC-utils

Utilities for LC class
relabel_vector

Relabels a vector to consecutive labels
merge_states

Merge several states into one
mixed_LICORS-utils

Utilities for ``LICORS'' class
compute_LICORS_loglik

Log-likelihood of LICORS model
compute_LC_coordinates

Computes coordinates of PLC and FLC relative to origin
normalize

Normalize a matrix/vector to sum to one (probability simplex)
predict_FLC_given_PLC

Predict FLCs given new PLCs
remove_small_sample_states

Reassign low sample states to close states
search_knn

K nearest neighbor (KNN) search
compute_NEC

Compute Negative Entropy Criterion (NEC)
contCA00

Simulated 7 state (1+1)D field
setup_LC_geometry

Setup light cone geometry
sparsify_weights

Sparsify weights
estimate_LC_pdfs

Estimate PLC/FLC distributions for all states
estimate_state_probs

Estimate conditional/marginal state probabilities
get_LC_config

Get configuration of a light cone (LC)
get_spacetime_grid

Get an iterator over the space-time coordinates of the field.
weight_matrix2states

Returns unique state assignment from a (row-wise) weight matrix
wKDE

Weighted kernel density estimator (wKDE)
data2LCs

Iterate over (N+1)D field and get all LC configurations
embed2

Improved embed() function
image2

Improved image() function
initialize_states

State initialization for iterative algorithms (randomly or variants of kmeans)
threshold

Threshold a matrix/vector below and above
states2weight_matrix

Converts label vector to 0/1 mixture weight matrix
estimate_state_adj_matrix

Estimate adjacency matrix for equivalent FLC distributions based on states
LICORS-package

Light Cone Reconstruction of States - Predictive State Estimation From Spatio-Temporal Data
mixed_LICORS

Mixed LICORS: An EM-like Algorithm for Predictive State Space Estimation