Empirical Dynamic Modeling ('EDM')
Convergent cross mapping using simplex projection
Compute error
Embed data with time lags
Optimal embedding dimension
Make embedded data block
Forecasting using multiview embedding
Forecast interval accuracy
Test for nonlinear dynamics
Empirical dynamic modeling
Simplex forecasting
SMap forecasting
Generate surrogate data for permutation/randomization tests
An implementation of 'EDM' algorithms based on research software developed for internal use at the Sugihara Lab ('UCSD/SIO'). The package is implemented with 'Rcpp' wrappers around the 'cppEDM' library. It implements the 'simplex' projection method from Sugihara & May (1990) <doi:10.1038/344734a0>, the 'S-map' algorithm from Sugihara (1994) <doi:10.1098/rsta.1994.0106>, convergent cross mapping described in Sugihara et al. (2012) <doi:10.1126/science.1227079>, and, 'multiview embedding' described in Ye & Sugihara (2016) <doi:10.1126/science.aag0863>.