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)
-
stateSpaceMethod(default)
: Default state space reconstruction -
stateSpaceMethod(custom)
: Custom state space reconstruction
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]