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rEDM

Empirical Dynamic Modeling ('EDM')

An implementation of 'EDM' algorithms based on research software developed for internal use at the Sugihara Lab ('UCSD/SIO'). The package is implemented with 'Rcpp' wrappers around the 'cppEDM' library. It implements the 'simplex' projection method from Sugihara & May (1990) <doi:10.1038/344734a0>, the 'S-map' algorithm from Sugihara (1994) <doi:10.1098/rsta.1994.0106>, convergent cross mapping described in Sugihara et al. (2012) <doi:10.1126/science.1227079>, and, 'multiview embedding' described in Ye & Sugihara (2016) <doi:10.1126/science.aag0863>.

Functions (28)

CCM

Convergent cross mapping using simplex projection

ComputeError

Compute error

EDM

Empirical dynamic modeling

Embed

Embed data with time lags

EmbedDimension

Optimal embedding dimension

EvergladesFlow

Water flow to NE Everglades

Lorenz5D

5-D Lorenz'96

MakeBlock

Make embedded data block

Multiview

Forecasting using multiview embedding

PredictInterval

Forecast interval accuracy

PredictNonlinear

Test for nonlinear dynamics

SMap

SMap forecasting

Simplex

Simplex forecasting

SurrogateData

Generate surrogate data for permutation/randomization tests

TentMap

Time series for a tent map with mu = 2.

TentMapNoise

Time series of tent map plus noise.

Thrips

Apple-blossom Thrips time series

block_3sp

Time series for a three-species coupled model.

block_lnlp

Perform generalized forecasting using simplex projection or s-map

ccm_legacy

Convergent cross mapping using simplex projection

circle

2-D timeseries of a circle.

compute_stats

Compute performance metrics for predictions

make_block

Make a time delay offset block

make_surrogate_data

Generate surrogate data for permutation/randomization tests

multiview_legacy

Perform forecasting using multiview embedding

paramecium_didinium

Time series for the Paramecium-Didinium laboratory experiment

sardine_anchovy_sst

Time series for the California Current Anchovy-Sardine-SST system

simplex_legacy

Perform univariate forecasting

rEDM

Empirical Dynamic Modeling ('EDM')

v1.10.0

BSD_2_clause + file LICENSE

Authors

Joseph Park [aut, cre] (<https://orcid.org/0000-0001-5411-1409>), Cameron Smith [aut] (<https://orcid.org/0000-0003-0020-5607>), George Sugihara [aut, ccp] (<https://orcid.org/0000-0002-2863-6946>), Ethan Deyle [aut] (<https://orcid.org/0000-0001-8704-8434>), Erik Saberski [ctb] (<https://orcid.org/0000-0002-6475-6187>), Hao Ye [ctb] (<https://orcid.org/0000-0002-8630-1458>), The Regents of the University of California [cph]

Initial release

2021-12-19

rEDM

Functions (28)

rEDM

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