2022-04-01 version 1.11.0 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.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.