rEDM
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)
Concept (all versions) DOI:
Please see DESCRIPTION for the R package details.