embedd {tseriesChaos} | R Documentation |
Embedding of a time series with provided time delay and embedding dimension parameters.
embedd(x, m, d, lags)
x |
time series |
m |
embedding dimension (if lags missed) |
d |
time delay (if lags missed) |
lags |
{ vector of lags (if m and d are missed) }
Embedding of a time series with provided delay and dimension parameters.
Matrix with columns corresponding to lagged time series.
Antonio, Fabio Di Narzo
library(scatterplot3d) x <- window(rossler.ts, start=90) xyz <- embedd(x, m=3, d=8) scatterplot3d(xyz, type="l")