Estimate number of embedding dimensions — est_emDim • casnet

A wrapper for nonlinearTseries::estimateEmbeddingDim

Usage

est_emDim(
  y,
  delay = est_emLag(y),
  maxDim = 15,
  threshold = 0.95,
  max.relative.change = 0.1,
  doPlot = FALSE,
  ...
)

Arguments

y: Time series or numeric vector
delay: Embedding lag
maxDim: Maximum number of embedding dimensions
threshold: See nonlinearTseries::estimateEmbeddingDim()
max.relative.change: See nonlinearTseries::estimateEmbeddingDim()
doPlot: Plot
...: Other arguments (not in use)

Value

Embedding dimensions

Details

A wrapper for nonlinearTseries::estimateEmbeddingDim

See also

Other Estimate Recurrence Parameters: est_emLag(), est_parameters(), est_parameters_roc(), est_radius(), est_radius_rqa()