rEDM (version 1.6.1)

MakeBlock: Make embedded data block

Description

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.

Usage

MakeBlock(dataFrame, E = 0, tau = -1, columns = "")

Arguments

dataFrame

input data.frame. The first column must be a time index or time values. The columns must be named.

E

embedding dimension.

tau

integer time delay embedding lag specified as number of time column rows.

columns

string of whitespace separated column name(s) in the input data to be embedded.

Value

A data.frame with lagged columns. E columns for each variable specified in columns.

Details

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).

Examples

# NOT RUN {
data(TentMap)
embed <- MakeBlock(TentMap, 3, 1, "TentMap")
# }