Applications of Empirical Dynamic Modeling from Time Series

A new implementation of EDM algorithms based on research software previously developed for internal use in the Sugihara Lab (UCSD/SIO). Contains C++ compiled objects that use time delay embedding to perform state-space reconstruction and nonlinear forecasting and an R interface to those objects using 'Rcpp'. It supports both the simplex projection method from Sugihara & May (1990) and the S-map algorithm in Sugihara (1994) . In addition, this package implements convergent cross mapping as described in Sugihara et al. (2012) and multiview embedding as described in Ye & Sugihara (2016) .


Reference manual

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0.6.9 by Hao Ye, 4 months ago

Browse source code at

Authors: Hao Ye [aut, cre], Adam Clark [aut], Ethan Deyle [aut], Steve Munch [aut], Oliver Keyes [ctb], Jun Cai [ctb], Ethan White [ctb], Jane Cowles [ctb], James Stagge [ctb], Yair Daon [ctb], Andrew Edwards [ctb], George Sugihara [ctb, ccp]

Documentation:   PDF Manual  

file LICENSE license

Imports Rcpp, methods

Suggests knitr, rmarkdown, R.rsp, ggplot2, testthat

Linking to Rcpp, RcppEigen

See at CRAN