rEDM: Applications of Empirical Dynamic Modeling from Time Series
Hao Ye, Adam Thomas Clark, Ethan R. Deyle, Steve Munch, Oliver B. Keyes, Cai, Jun, Ethan P. White, Jane Cowles, James Howard Stagge, Yair Daon, Andrew J. Edwards, George Sugihara · Zenodo (CERN European Organization for Nuclear Research) · 2018
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) and the S-map algorithm in Sugihara (1994) . In addition, this package implements convergent cross mapping as described in Sugihara et al. (2012) and multiview embedding as described in Ye & Sugihara (2016) .