make_block generates a lagged block with the appropriate max_lag and
tau, while respecting lib (by inserting NANs, when trying to lag past lib
regions)
Usage
make_block(block, t = NULL, max_lag = 3, tau = 1, lib = NULL,
restrict_to_lib = TRUE)
Arguments
block
a data.frame or matrix where each column is a time series
t
the time index for the block
max_lag
the total number of lags to include for each variable. So if
max_lag == 3, a variable X will appear with lags X[t], X[t - tau],
X[t - 2*tau]
tau
the lag to use for time delay embedding
lib
a 2-column matrix (or 2-element vector) where each row specifies
the first and last *rows* of the time series to use for attractor
reconstruction
restrict_to_lib
whether to restrict the final lagged block to
just the rows specified in lib (if lib exists)
Value
A data.frame with the lagged columns and a time column. If the
original block had columns X, Y, Z and max_lag = 3, then the returned
data.frame will have columns TIME, X, X_1, X_2, Y, Y_1, Y_2, Z, Z_1, Z_2.