tEDM (version 1.1)

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 = 1,
  dist.metric = "L1",
  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.

dist.metric

(optional) distance metric (L1: Manhattan, L2: Euclidean).

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)