Generates the Takens' embedding for a time-series given a specified delay (i.e. lag) and dimension (i.e. 2-D or 3-D).

buildTakens_ndim(x, dim, delay = 1)

Arguments

x

a vector of numeric time-series expression values.

dim

a numeric specifying the dimension to use for in the time-delayed embedding (i.e. 2-D or 3-D).

delay

a numeric specifying the lag to use for in the n-dimensional time delayed embedding specified by dim.

Value

a data.frame of the n-dimensional Takens' embedding. Columns defined from (1-D to n-D).

See also