2023-01-07 version 1.14.0 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.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.