tEDM (version 1.0)

fnn: false nearest neighbours

Description

false nearest neighbours

Usage

# S4 method for data.frame
fnn(
  data,
  target,
  lib = NULL,
  pred = NULL,
  E = 2:10,
  tau = 0,
  rt = 10,
  eps = 2,
  threads = length(E)
)

Value

A vector

Arguments

data

observation data.

target

name of target variable.

lib

(optional) libraries indices.

pred

(optional) predictions indices.

E

(optional) embedding dimensions.

tau

(optional) step of time lags.

rt

(optional) escape factor.

eps

(optional) neighborhood diameter.

threads

(optional) number of threads to use.

References

Kennel M. B., Brown R. and Abarbanel H. D. I., Determining embedding dimension for phase-space reconstruction using a geometrical construction, Phys. Rev. A, Volume 45, 3403 (1992).

Examples

sim = logistic_map(x = 0.4,y = 0.4,step = 45,beta_xy = 0.5,beta_yx = 0)
fnn(sim,"x",threads = 1)