stateSpace {patterncausality}R Documentation

State Space Reconstruction

Description

Reconstructs the state space of a time series using delay embedding, creating a matrix where each row represents a point in the reconstructed space.

Usage

stateSpace(ts, E, tau, verbose = FALSE)

Arguments

ts

Numeric vector; time series data

E

Integer; embedding dimension (E > 1)

tau

Integer; time delay (tau > 0)

verbose

Logical; whether to display progress information

Details

State Space Reconstruction Analysis

The function implements Takens' embedding theorem to reconstruct state space:

Value

An object of class "pc_state" containing:

Related Packages

Examples

ts <- c(1:100)
result <- stateSpace(ts, E = 3, tau = 2)
plot(result)


[Package patterncausality version 0.2.1 Index]