API Reference

Estimator

Simplex([columns, target, E, tau, Tp, lib, ...])	Simplex projection of target variable from embedding library
SMap([columns, target, E, tau, Tp, lib, ...])	S-map projection of target variable from embedding library

Transformer

CCM([columns, target, E, libSizes, Tp, tau, ...])	Convergent Cross Mapping using per-subsample KDTree construction.
CCM_Matrix(E[, libSizes, pLibSizes, Tp, ...])	Compute the full M×M×L convergent cross mapping tensor.
EmbedDimension([columns, target, maxE, lib, ...])	Evaluate time delay embedding dimension of column : target
PredictNonlinear([columns, target, theta, ...])	Evaluate nonlinearity (state-dependence)

Utilities

aux_func.ComputeError(obs, pred[, digits])	Pearson rho, MAE, CAE, RMSE Remove nan from obs, pred for corrcoeff.
aux_func.IsIterable(obj)	Is an object iterable and not a string?
aux_func.SurrogateData([dataFrame, column, ...])	Generate surrogate data
aux_func.PlotObsPred(df[, title, ax])	Plot observations and predictions with default ρ, RMSE
aux_func.PlotCoeff(df[, title, ax])	Plot S-Map coefficients
aux_func.PlotCCM(df[, title, ax])	Plot CCM
aux_func.PlotEmbedDimension(df[, title, ax])	Plot embedding dimension
aux_func.PlotPredictNonlinear(df[, title, ax])	Plot S-map Localisation (θ)
ccm_matrix.PlotMatrix(xm, columns[, ...])	Generic function to plot numpy matrix