False Nearest Neighbors

Usage

# S4 method for class 'data.frame'
fnn(
  data,
  target,
  E = 10,
  k = 1,
  tau = 1,
  style = 1,
  lib = NULL,
  pred = NULL,
  dist.metric = c("euclidean", "manhattan", "maximum"),
  rt = 10,
  eps = NULL,
  threads = length(E),
  higher.parallel = TRUE,
  ...
)

# S4 method for class 'sf'
fnn(
  data,
  target,
  E = 10,
  k = 1,
  tau = 1,
  style = 1,
  lib = NULL,
  pred = NULL,
  dist.metric = c("euclidean", "manhattan", "maximum"),
  rt = 10,
  eps = NULL,
  threads = length(E),
  higher.parallel = TRUE,
  detrend = FALSE,
  nb = NULL,
  ...
)

# S4 method for class 'SpatRaster'
fnn(
  data,
  target,
  E = 10,
  k = 1,
  tau = 1,
  style = 1,
  lib = NULL,
  pred = NULL,
  dist.metric = c("euclidean", "manhattan", "maximum"),
  rt = 10,
  eps = NULL,
  threads = length(E),
  higher.parallel = TRUE,
  detrend = FALSE,
  ...
)

Arguments

data: Observation data.
target: Integer of column indice for the target variable.
E: (optional) Embedding dimensions.
k: (optional) Number of nearest neighbors used for evaluation.
tau: (optional) Step of lag.
style: (optional) Embedding style (0 includes current state, 1 excludes it).
lib: (optional) Libraries indices.
pred: (optional) Predictions indices.
dist.metric: (optional) Distance measure to be used.
rt: (optional) Relative distance threshold.
eps: (optional) Absolute distance threshold.
threads: (optional) Number of threads used.
higher.parallel: (optional) Whether to use a higher level of parallelism.
...: Additional arguments to absorb unused inputs in method dispatch.
detrend: (optional) Whether to remove the linear trend.
nb: (optional) Neighbours list.

Value

A vector.

References

Kennel, M.B., Brown, R., Abarbanel, H.D.I., 1992. Determining embedding dimension for phase-space reconstruction using a geometrical construction. Physical Review A 45, 3403–3411.

Examples

crash = sf::read_sf(system.file("case/crash.gpkg", package = "pc"))
pc::fnn(crash, 1, threads = 1)
#> [fnn] Input E values exceeding max embeddable dimension were truncated, and values < 2 were clamped to 2.
#> [fnn] Max embedding dimension E_max is auto-computed, with results returned for dimensions 1 through E_max.
#> [fnn] Output 'E:i' (where i = 1 to E_max-1) corresponds to the comparison between dimension i and i+1.
#>         E:1         E:2         E:3         E:4         E:5         E:6 
#> 0.622093023 0.209302326 0.029069767 0.005813953 0.023255814 0.005813953 
#>         E:7         E:8         E:9 
#> 0.000000000 0.005813953 0.000000000