BlockLNLP

C++ compiled object for multivariate forecasting.

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) <DOI:10.1038/344734a0> and the S-map algorithm in Sugihara (1994) <DOI:10.1098/rsta.1994.0106>. In addition, this package implements convergent cross mapping as described by Sugihara et al. (2012) <DOI:10.1126/science.1227079>.

BlockLNLP: C++ compiled object for multivariate forecasting.

Description

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See Also