EmbedDimension

Description :
Evaluate Simplex prediction skill for embedding dimensions from 1 to maxE.

Python : 

EmbedDimension(pathIn='./', dataFile='', dataFrame=None,
pathOut='./', predictFile='', lib='', pred='', maxE=10,
Tp=1, tau=-1, exclusionRadius=0, columns='', target='',
embedded=False, verbose=False, validLib=[], numThreads=4,
showPlot=True, noTime=False)

R : 

EmbedDimension(pathIn="./", dataFile="", dataFrame=NULL,
pathOut="", predictFile="", lib="", pred="",
maxE=10, Tp=1, tau=-1, exclusionRadius=0,
columns="", target="",  embedded=FALSE, verbose=FALSE,
validLib=vector(), numThreads=4, showPlot=TRUE, noTime=FALSE)
Parameter Type Default Purpose
pathIn string "./" Input data file path
dataFile string "" Data file name
dataFrame pyEDM: pandas DataFrame
rEDM: data.frame		 None Input DataFrame
pathOut string "./" Output file path
predictFile string "" Prediction output file
lib string or [] "" Pairs of library start stop row indices
pred string or [] "" Pairs of prediction start stop row indices
maxE int 10 Evaluate embedding up to maxE
Tp int 1 Prediction Interval
tau int -1 Embedding time shift (time series rows)
exclusionRadius int 0 Prediction vector exclusion radius
columns string or [] "" Column names for library
target string "" Prediction target column name
embedded bool False Is data an embedding
verbose bool False Echo messages
validLib bool [] [] or None Conditional embedding
numThreads int 4 Number of threads to use
showPlot bool True Show plot of E vs Rho (pyEDM, rEDM)
noTime bool False Do not require first data column of time or index


Refer to the parameters table for general parameter definitions.

Notes :
numThreads defines the number of worker threads for the maxE embeddings.

Returns :
DataFrame with columns E and rho.