false nearest neighbours

Usage

# S4 method for class 'data.frame'
fnn(
  data,
  target,
  lib = NULL,
  pred = NULL,
  E = 2:10,
  tau = 0,
  rt = 10,
  eps = 2,
  threads = length(E)
)

Arguments

data: observation data.
target: name of target variable.
lib: (optional) libraries indices.
pred: (optional) predictions indices.
E: (optional) embedding dimensions.
tau: (optional) step of time lags.
rt: (optional) escape factor.
eps: (optional) neighborhood diameter.
threads: (optional) number of threads to use.

Value

A vector

References

Kennel M. B., Brown R. and Abarbanel H. D. I., Determining embedding dimension for phase-space reconstruction using a geometrical construction, Phys. Rev. A, Volume 45, 3403 (1992).

Examples

sim = logistic_map(x = 0.4,y = 0.4,step = 45,beta_xy = 0.5,beta_yx = 0)
fnn(sim,"x",threads = 1)
#>       E:1       E:2       E:3       E:4       E:5       E:6       E:7       E:8 
#> 0.2000000 0.1428571 0.1142857 0.0000000 0.0000000 0.0000000 0.0000000 0.0000000 
#>       E:9 
#> 0.0000000