rEDM: Applications of Empirical Dynamic Modeling from Time Series

A new implementation of EDM algorithms and is 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) <doi:10.1038/344734a0> and the S-map algorithm in Sugihara (1994) <doi:10.1098/rsta.1994.0106>. In addition, this package implements convergent cross mapping as described in Sugihara et al. (2012) <doi:10.1126/science.1227079> and multiview embedding as described in Ye & Sugihara (2016) <doi:10.1126/science.aag0863>.

Version: 0.5.3
Imports: Rcpp (≥ 0.11.5), methods
LinkingTo: Rcpp, RcppEigen
Suggests: knitr, rmarkdown
Published: 2016-10-22
Author: Hao Ye [aut, cre], Adam Clark [aut], Ethan Deyle [aut], Oliver Keyes [ctb], George Sugihara [ctb, ccp]
Maintainer: Hao Ye <hye at>
License: GPL-3 | file LICENSE
NeedsCompilation: yes
CRAN checks: rEDM results


Reference manual: rEDM.pdf
Vignettes: Vignette Title
Package source: rEDM_0.5.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: rEDM_0.5.3.tgz, r-oldrel: rEDM_0.5.3.tgz
Old sources: rEDM archive


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