Make embedded data block
MakeBlock(dataFrame, E = 0, tau = -1, columns = "", deletePartial = FALSE)
dataFrame |
input data.frame. The first column must be a time index or time values. The columns must be named. |
E |
embedding dimension. |
tau |
integer time delay embedding lag specified as number of time column rows. |
columns |
string of whitespace separated column name(s) in the input data to be embedded. |
deletePartial |
boolean to delete rows with partial data. |
Each columns
item will have E-1 time-lagged vectors created.
The column name is appended with (t-n)
. For example, data
columns X, Y, with E = 2 will have columns named
X(t-0) X(t-1) Y(t-0) Y(t-1)
.
The returned data.frame does not have a time column.
If deletePartial
is TRUE
, the returned
data.frame is truncated by tau * (E-1) rows to remove state vectors
with partial data (NaN elements).
A data.frame with lagged columns. E columns for each variable specified
in columns
.
data(TentMap) embed <- MakeBlock(TentMap, 3, 1, "TentMap")
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.