Code Monkey home page Code Monkey logo

nonlineartseries's Introduction

nonlinearTseries

Github actions CI CRAN_Status_Badge

Overview

nonlinearTseries provides functions for nonlinear time series analysis. This package permits the computation of the most-used nonlinear statistics/algorithms including generalized correlation dimension, information dimension, largest Lyapunov exponent, sample entropy and Recurrence Quantification Analysis (RQA), among others. Basic routines for surrogate data testing are also included. The package is largely inspired by the book Nonlinear time series analysis by Holger Kantz and Thomas Schreiber.

Installation

# You can install the he latest released version from CRAN:
install.packages("nonlinearTseries")

# Or the the development version from GitHub:
devtools::install_github("constantino-garcia/nonlinearTseries")

Getting started

For a quick introduction to nonlinearTseries, see its vignette.

Citation

You can get information about citing nonlinearTseries using citation('nonlinearTseries') in an R session.

nonlineartseries's People

Contributors

a-paxton avatar constantino-garcia avatar

Stargazers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

Watchers

 avatar  avatar  avatar  avatar  avatar

nonlineartseries's Issues

package is not installed

For some reason which I cannot understand the package cannot be installed. The usual error I get is:

Error in loadNamespace(i, c(lib.loc, .libPaths()), versionCheck = vI[[i]]) :
namespace 'htmltools' 0.3.6 is already loaded, but >= 0.4.0 is required
Calls: ... asNamespace -> loadNamespace -> namespaceImport -> loadNamespace
Execution halted
ERROR: lazy loading failed for package 'nonlinearTseries'

unable to load package into R

Hi there,
I would very much like to check this R package out, but I'm running into trouble with loading it into R on my Mac. I'm able to install the package into my R library (I've checked that it is there in the '.libPaths()' directory), but when I try to load it into my workspace, it never loads. I've tried in Rgui and and I don't get an error, just the unresponsive wheel banner. In Rstudio, all I get is the following warning, but it remains "running" and basically unresponsive.

library(nonlinearTseries)
Registered S3 method overwritten by 'htmlwidgets':
method from
print.htmlwidget tools:rstudio

What are the other packages 'nonlinearTseries' depends on? Perhaps I need to install those first?

Thank you.
Any insight you can give would be helpful,
Alison

Changing estimateEmbeddingDim output if no appropriate dimension can be found?

Hi, there,

Thanks for the incredibly helpful package! I noticed that estimateEmbeddingDim returns a 0 when there is no suitable embedding dimension below the chosen maximum. Would it be possible to shift this so that it gives something else (e.g., NA) instead? I'd happily submit a PR to address it, if you'd like.

Cheers,
Alex

about your set of embeddings

Hello,

interesting project you work on, I might have a silly question about your build_takens implementation why do you need to maintain an extra local set of indexes when you could just compute them on the fly?

NumericMatrix build_takens(
	  const NumericVector & timeSeries
	, size_t embeddingDimension
	, size_t timeLag
) {
	size_t maxJump        = (embeddingDimension - 1) * timeLag;
	size_t nTakensVectors = timeSeries.size() - maxJump;
	NumericMatrix takensSpace(
		  nTakensVectors
		, embeddingDimension
	);
	for (size_t i = 0; i < nTakensVectors; i++) {
		for (size_t j = 0; j < embeddingDimension; j++){
			takensSpace(i, j) = timeSeries[i + (j * timeLag)];
		}
	}
	return takensSpace;
}

rqa in nonlinearTseries version 0.2.12 in RStudio

I am trying to run a simple rqa using nonlinearTseries in R using version 0.2.12 of the library

a <- c(1,2,1,2,1,2)
a.rqa <- rqa(time.series = a, embedding.dim = 1, time.lag = 1, radius = .1)

While I never had any issue with this in the past, I noticed that since I upgraded the library to 0.2.12 I have an error:

Error in validObject(r) :
invalid class “nsTMatrix” object: uplo="U" but there are entries below the diagonal

I know other colleagues are having the same issue

I also tried removing the library and downgrading it to 0.2.5 (the one that worked), but the C++ compiler (‘Apple clang version 14.0.0 (clang-1400.0.29.102)’) returns the following error:

require(remotes)
install_version("nonlinearTseries", dependencies = TRUE, version = "0.2.5", repos = "https://cran.ma.imperial.ac.uk/")

....

clang++ -arch arm64 -std=gnu++17 -I"/Library/Frameworks/R.framework/Resources/include" -DNDEBUG -I. -IANN -DRANN -I'/Library/Frameworks/R.framework/Versions/4.3-arm64/Resources/library/Rcpp/include' -I'/Library/Frameworks/R.framework/Versions/4.3-arm64/Resources/library/RcppArmadillo/include' -I/opt/R/arm64/include -fPIC -falign-functions=64 -Wall -g -O2 -c neighbour_search_wrapper.cpp -o neighbour_search_wrapper.o
neighbour_search_wrapper.cpp:8:25: error: no member named 'bind2nd' in namespace 'std'
std::bind2nd(std::plus(), 1));
~~~~~^
1 error generated.
make: *** [neighbour_search_wrapper.o] Error 1
ERROR: compilation failed for package ‘nonlinearTseries’

  • removing ‘/Library/Frameworks/R.framework/Versions/4.3-arm64/Resources/library/nonlinearTseries’
    Warning message:
    In i.p(...) :
    installation of package ‘/var/folders/0z/nw3d1p6x2c78rd6pg3rlh5dr0000gn/T//RtmpoLcdh3/remotes4a603cc634c1/nonlinearTseries’ had non-zero exit status

Any idea how to either fix the error in the current version or help me reinstall the old one?

Thanks!

Publications and citation of nonlinearTseries

Dear Constantino,

I am wondering if you are aware of publications that used nonlinearTseries.
Can you share those references? It would be helpful to add a section in the
README.md called "portfolio of publications used nonlinearTseries.
Additionally, it would be useful that you provide information about
the citation of nonlinearTseries package. Something like this:

  @Manual{,
    title = {nonlinearTseries: Nonlinear Time Series Analysis},
    author = {Constantino A. Garcia and Gunther Sawitzki},
    year = {2016},
    note = {R package version 0.2.4 --- For new features, see the 'Changelog' file (in the package source)},
 }

NB. I can pull a request for the README if you update the previous information.

Kind regards,
Miguel

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.