2024-04-05 version 1.15.4 JosephPark@IEEE.org
Simplex
, SMap
, CCM
, Embed
, Multiview
, EmbedDimension
, PredictInterval
, PredictNonlinear
, ComputeError
instead of the legacy version 0.7 signatures. See Version 1.3 notes.SMap
linear system solver regularization: The R glmnet package does not seperate the model from the data. This prevents integration in rEDM. Users requiring SMap
regularization are referred to the pyEDM wrapper.SMap()
ignoreNan
parameter added. If ignoreNan
is TRUE
(default) the library is redefined to ignore embedding vectors with nan. If ignoreNan
is FALSE
no change is made, the user can manually specify library segments in lib
.SMap()
return list includes data.frame of SVD singular values.noTime
parameter added, default FALSE
. If noTime
is TRUE
the first column of the data is not required to be a time vector. A row index vector will be inserted and passed to cppEDM.const_pred
parameter removed due to Rcpp 20 parameter limit.CCM()
replacement
parameter removed.ignoreNan
added in PredictNonlinear()
. Replace unicode in pLot labels with mathplot expression. cppEDM initialize nanFound
in DataFrame.h for UBSAN. Sync with cppEDM 1.15.1.columns
names with spaces. If the columns
argument is a string use the “,” delimiter to separate names. Remove SMap
warning for disjoint library.columns
and target
names with spaces in CCM.SMap
warning for NaN into verbose
mode. cppEDM ComputeError
NaN removal improved, require more than 5 observation : prediction pairs.generateLibrary
parameter to Simplex()
and SMap()
. If TRUE
the state-space library has newly generated points added. Not available due to Rcpp 20 parameter limit.embedded
and multivariate embedding to CCM()
.pathOut
, predictFile
are removed from CCM
to accomodate the Rcpp 20 parameter limit.exclusionRadius
and validLib
to EmbedDimension()
, PredictInterval()
and PredictNonlinear()
.nan
from SMap
columns
and target
. Warning generated.generateSteps
parameter to Simplex
and SMap
implementing generative feedback prediction.parameterList
argument to Simplex
, SMap
, CCM
and Multiview
.pathOut
, predictFile
are removed from SMap
, Multiview
to accomodate the Rcpp 20 parameter limit.parameterList
values to numerics.Tp < 1
in generative mode.SMap
dgelss
error message. CCM
libSize
limits Tp < 0
.validLib
parameter to Simplex
and SMap
. validLib
is a boolean vector with the same number of elements as input data rows. For validLib
elements that are false
, the correspoding data row will not be included in the state-space library.CCM
parameter validation with tau > 0
.CCM
parameter validation with Tp < -1
.deletePartial
argument to MakeBlock
.SMap
, CMM
includeData
, and, the use of disjoint libraries.SMap
coefficients with names from the columns
and target
parameters.CCM
.A major rewrite of the ‘rEDM’ package as an Rcpp wrapper for the cppEDM library providing a unified computation engine for EDM algorithms across C++, Python and R implementations. The revised package provides improved alignment between observed and forecast data rows, handling of date time vectors, and, strict exclusion of partial data vectors.
To align with cppEDM and pyEDM, function names and signatures have changed from versions 0.7 and earlier. It is recommended to use the new functions: Simplex
, SMap
, CCM
, Embed
, Multiview
, EmbedDimension
, PredictInterval
, PredictNonlinear
, ComputeError
. See EDM Documentation or the package documentation.
A legacy function interface is provided to emulate function signatures of rEDM 0.7, but does not have complete coverage. It also has slightly different return values since nested data.frames are not returned. Return values are either a data.frame, or, a named list of data.frames, as noted in the man pages. Implemented functions’ include: simplex
, s_map
, block_lnlp
, ccm
, multiview
, make_block
, compute_stats
and make_surrogate_data
. Functions ccm_means
, tde_gp
, block_gp
and test_nonlinearity
are deprecated.