Estimate embedding lag (tau)

A wrapper for nonlinearTseries::timeLag

est_emLag(y, selection.methods = "first.minimum", maxLag = length(y)/4, ...)

Arguments

y

Time series or numeric vector

selection.methods

Selecting an optimal embedding lag (default: Return "first.e.decay", "first.zero", "first.minimum", "first.value", where value is 1/exp(1))

maxLag

Maximal lag to consider (default: 1/4 of timeseries length)

...

Additional parameters

Value

The ami function with requested minima

See also

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