PredictInterval

Description :
Evaluate Simplex prediction skill for forecast intervals from 1 to maxTp.

Python : 

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

R : 

PredictInterval(pathIn="./", dataFile="", dataFrame=NULL,
pathOut="./",  predictFile="", lib="", pred="",
maxTp=10, E=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
maxTp int 10 Evaluate forecast with Tp up to maxTp
E int 0 Embedding dimension
tau int -1 Embedding 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 maxTp prediction interval forecasts.

Returns :
DataFrame with columns Tp and rho.