rEDM NEWS

2024-04-05 version 1.15.4 JosephPark@IEEE.org

NOTES:

• It is required as of version 1.15 to use functions: Simplex, SMap, CCM, Embed, Multiview, EmbedDimension, PredictInterval, PredictNonlinear, ComputeError instead of the legacy version 0.7 signatures. See Version 1.3 notes.
• Rcpp imposes a 20 parameter limit on functions. The rEDM wrapper of cppEDM therefore does not invoke the full cppEDM API. Users requiring the full API are referred to the pyEDM wrapper.
• SMap linear system solver regularization: The R glmnet package does not seperate the model from the data. This prevents integration in rEDM. Users requiring SMap regularization are referred to the pyEDM wrapper.

Version 1.15

• SMap() ignoreNan parameter added. If ignoreNan is TRUE (default) the library is redefined to ignore embedding vectors with nan. If ignoreNan is FALSE no change is made, the user can manually specify library segments in lib.
• SMap() return list includes data.frame of SVD singular values.
• noTime parameter added, default FALSE. If noTime is TRUE the first column of the data is not required to be a time vector. A row index vector will be inserted and passed to cppEDM.
• const_pred parameter removed due to Rcpp 20 parameter limit.
• CCM() replacement parameter removed.
• Legacy overload functions removed.
• Version 1.15.1 ignoreNan added in PredictNonlinear(). Replace unicode in pLot labels with mathplot expression. cppEDM initialize nanFound in DataFrame.h for UBSAN. Sync with cppEDM 1.15.1.
• Version 1.15.2 Allow columns names with spaces. If the columns argument is a string use the “,” delimiter to separate names. Remove SMap warning for disjoint library.
• Version 1.15.3 Allow columns and target names with spaces in CCM.
• Version 1.15.4 Move SMap warning for NaN into verbose mode. cppEDM ComputeError NaN removal improved, require more than 5 observation : prediction pairs.

Version 1.14

• cppEDM core added generateLibrary parameter to Simplex() and SMap(). If TRUE the state-space library has newly generated points added. Not available due to Rcpp 20 parameter limit.
• Version 1.14.2 Remove CCM multivariable warning, positive tau warning. Add Embedding application.

Version 1.13

• Adds embedded and multivariate embedding to CCM().
• Parameters pathOut, predictFile are removed from CCM to accomodate the Rcpp 20 parameter limit.
• Version 1.13.1 cppEDM DateTime H:M:S fix. Allow first column data.frame characters. Set target to columns[0] if empty.

Version 1.12

• Adds exclusionRadius and validLib to EmbedDimension(), PredictInterval() and PredictNonlinear().
• Version 1.12.2 Multiview return data.frame, correct SMap coefficient labels.
• Version 1.12.2.1 Rcpp character encoding workaround on Windows for DataFrame column names.
• Version 1.12.3 cppEDM DateTime regex removed to avoid UTF-8 gcc issue in Windows.

Version 1.11

• Removes nan from SMap columns and target. Warning generated.

Version 1.10

• Adds the generateSteps parameter to Simplex and SMap implementing generative feedback prediction.
• Adds the parameterList argument to Simplex, SMap, CCM and Multiview.
• Parameters pathOut, predictFile are removed from SMap, Multiview to accomodate the Rcpp 20 parameter limit.
• Version 1.10.1 converts parameterList values to numerics.
• Version 1.10.2 is a bug fix for Tp < 1 in generative mode.
• Version 1.10.3 SMap dgelss error message. CCM libSize limits Tp < 0.

Version 1.9

• Adds the validLib parameter to Simplex and SMap. validLib is a boolean vector with the same number of elements as input data rows. For validLib elements that are false, the correspoding data row will not be included in the state-space library.
• Version 1.9.1 Requires .csv dataFiles to have column names.
• Version 1.9.2 is a bug fix for CCM parameter validation with tau > 0.
• Version 1.9.3 is a bug fix for CCM parameter validation with Tp < -1.

Version 1.8

• Removes the deletion of partial embedding data rows.
• Adds the deletePartial argument to MakeBlock.
• Bug fix in disjoint library indexing.

Version 1.7

• Updates nearest neighbors to better align results with legacy code.
• Bug fixes in SMap, CMM includeData, and, the use of disjoint libraries.

Version 1.6

• Attempts to label SMap coefficients with names from the columns and target parameters.
• Adds exclusionRadius to CCM.

Version 1.5

• Implemented an object oriented design in the core cppEDM.

Version 1.3

• A major rewrite of the ‘rEDM’ package as an Rcpp wrapper for the cppEDM library providing a unified computation engine for EDM algorithms across C++, Python and R implementations. The revised package provides improved alignment between observed and forecast data rows, handling of date time vectors, and, strict exclusion of partial data vectors.

• To align with cppEDM and pyEDM, function names and signatures have changed from versions 0.7 and earlier. It is recommended to use the new functions: Simplex, SMap, CCM, Embed, Multiview, EmbedDimension, PredictInterval, PredictNonlinear, ComputeError. See EDM Documentation or the package documentation.

• A legacy function interface is provided to emulate function signatures of rEDM 0.7, but does not have complete coverage. It also has slightly different return values since nested data.frames are not returned. Return values are either a data.frame, or, a named list of data.frames, as noted in the man pages. Implemented functions’ include: simplex, s_map, block_lnlp, ccm, multiview, make_block, compute_stats and make_surrogate_data. Functions ccm_means, tde_gp, block_gp and test_nonlinearity are deprecated.