rEDM (version 1.8.2)

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 = "", deletePartial = FALSE)

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.

deletePartial

boolean to delete rows with partial data.

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.

If deletePartial is TRUE, 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")
# }