rEDM: Applications of Empirical Dynamic Modeling from Time Series

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) <doi:10.1038/344734a0> and the S-map algorithm in Sugihara (1994) <doi:10.1098/rsta.1994.0106>. In addition, this package implements convergent cross mapping as described in Sugihara et al. (2012) <doi:10.1126/science.1227079> and multiview embedding as described in Ye & Sugihara (2016) <doi:10.1126/science.aag0863>.

Version: 0.7.1
Imports: Rcpp (≥ 0.11.5), methods
LinkingTo: Rcpp, RcppEigen
Suggests: knitr, rmarkdown, R.rsp, ggplot2, testthat, formatR, tibble, digest
Published: 2018-06-20
Author: Hao Ye [aut, cre], Adam Clark [aut], Ethan Deyle [aut], Steve Munch [aut], Jun Cai [ctb], Jane Cowles [ctb], Yair Daon [ctb], Andrew Edwards [ctb], Oliver Keyes [ctb], James Stagge [ctb], Masayuki Ushio [ctb], Ethan White [ctb], George Sugihara [ctb, ccp]
Maintainer: Hao Ye < at>
License: file LICENSE
NeedsCompilation: yes
CRAN checks: rEDM results


Reference manual: rEDM.pdf
Vignettes: "co-prediction: using rEDM to quantify dynamic similarity"
"Using rEDM to quantify time delays in causation"
"rEDM: an R package for Empirical Dynamic Modeling and Convergent Cross Mapping"
Simplex and S-map Algorithms
Package source: rEDM_0.7.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: rEDM_0.7.1.tgz, r-oldrel: rEDM_0.7.1.tgz
Old sources: rEDM archive


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