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) .

Concept (all versions) DOI: DOI

Please see DESCRIPTION for the R package details.


Reference manual

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1.2.3 by George Sugihara, 24 days ago

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

Documentation:   PDF Manual  

file LICENSE license

Imports Rcpp, methods

Suggests knitr, rmarkdown, R.rsp, ggplot2, testthat, formatR, tibble, digest, pkgdown, covr

Linking to Rcpp, RcppEigen

See at CRAN