stateSpaceMethod {patterncausality}R Documentation

State Space Reconstruction Interface

Description

A generic interface for reconstructing state spaces from time series data using either built-in or custom methods.

Usage

stateSpaceMethod(x, E, tau, ...)

## Default S3 method:
stateSpaceMethod(x, E, tau, ...)

## S3 method for class 'custom'
stateSpaceMethod(x, E, tau, method, ...)

Arguments

x

Input time series

E

Embedding dimension (positive integer)

tau

Time delay (positive integer)

...

Additional arguments passed to methods

method

Custom function for state space reconstruction

Details

Generic Interface for State Space Reconstruction

Value

A list containing the reconstructed state space components

Methods (by class)

Examples

## Not run: 
# Using default method
x <- rnorm(100)
s1 <- stateSpaceMethod(x, E=3, tau=2)

# Using custom method
custom_space <- function(x, E, tau) {
  list(matrix=embed(x, E))
}
s2 <- stateSpaceMethod(x, E=3, tau=2, method=custom_space)

## End(Not run)

[Package patterncausality version 0.2.1 Index]