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rEDM: Applications of Empirical Dynamic Modeling from Time Series

Ye, Hao; Clark, Adam; Deyle, Ethan; Munch, Steve; Cai, Jun; Cowles, Jane; Daon, Yair; Edwards, Andrew; Keyes, Oliver; Stagge, James; Ushio, Masayuki; White, Ethan; Sugihara, George

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) and the S-map algorithm in Sugihara (1994) . In addition, this package implements convergent cross mapping as described in Sugihara et al. (2012) and multiview embedding as described in Ye & Sugihara (2016) .

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