embedded {tEDM} | R Documentation |
embedding time series data
Description
embedding time series data
Usage
## S4 method for signature 'data.frame'
embedded(data, target, E = 3, tau = 0)
Arguments
data |
observation data. |
target |
name of target variable. |
E |
(optional) embedding dimensions. |
tau |
(optional) step of time lags. |
Value
A matrix
Examples
embedded(data.frame(t = 1:5),"t",3)
[Package tEDM version 1.0 Index]