NVAR

Nonlinear Vector Autoregression Models

https://github.com/sciurus365/nvar

Science Score: 13.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • CITATION.cff file
  • codemeta.json file
  • .zenodo.json file
  • DOI references
    Found 1 DOI reference(s) in README
  • Academic publication links
  • Academic email domains
  • Institutional organization owner
  • JOSS paper metadata
  • Scientific vocabulary similarity
    Low similarity (12.8%) to scientific vocabulary
Last synced: 10 months ago · JSON representation

Repository

Nonlinear Vector Autoregression Models

Basic Info
  • Host: GitHub
  • Owner: Sciurus365
  • License: gpl-3.0
  • Language: R
  • Default Branch: master
  • Size: 48.8 KB
Statistics
  • Stars: 1
  • Watchers: 1
  • Forks: 0
  • Open Issues: 0
  • Releases: 0
Created almost 4 years ago · Last pushed over 2 years ago
Metadata Files
Readme License

README.Rmd

---
output: github_document
---



```{r, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-",
  out.width = "100%"
)
```

# NVAR: Nonlinear Vector Autoregression Models


[![R-CMD-check](https://github.com/Sciurus365/NVAR/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/Sciurus365/NVAR/actions/workflows/R-CMD-check.yaml)
[![CRAN status](https://www.r-pkg.org/badges/version/NVAR)](https://CRAN.R-project.org/package=NVAR)


Estimate nonlinear vector autoregression models (also known as the 
    next generation reservoir computing) for nonlinear dynamic systems. The 
    algorithm was described by Gauthier et al. (2021) .

## Installation

You can install the development version of NVAR from [GitHub](https://github.com/) with:

``` r
# install.packages("devtools")
devtools::install_github("Sciurus365/NVAR")
```

## Example

This is an example for the Lorenz model.

```{r example, warning = FALSE, message = FALSE}
library(NVAR)

testdata <- nonlinearTseries::lorenz()
testdata <- tibble::as_tibble(testdata)
t1 <- NVAR(data = testdata, vars = c("x", "y", "z"), s = 2, k = 2, p = 2, alpha = 1e-3)
t1_sim <- sim_NVAR(t1, length = 5000)


realdata <- nonlinearTseries::lorenz(time = seq(0, 100, by = .01)) %>% tibble::as_tibble()

library(ggplot2)
ggplot(realdata) +
  geom_line(aes(x = 1:10001, y = x), color = "red", alpha = 0.4) +
  geom_line(aes(x = 1:10001, y = x), data = t1_sim, color = "blue", alpha = 0.4) +
  geom_vline(xintercept = 5000) +
  theme_bw() +
  xlim(c(4900, 8000)) +
  labs(x = "time", y = "x")

# Red line: real data.
# Blue line: simulated data with the NVAR.
# Black vertical line: when the simulation starts.
```


Owner

  • Name: Jingmeng Cui
  • Login: Sciurus365
  • Kind: user
  • Location: Groningen, Netherlands
  • Company: @rijksuniversiteit-groningen

PhD student | University of Groningen | Dynamics in psychology | R | (a bit) chemistry, LaTeX, python

GitHub Events

Total
  • Watch event: 1
Last Year
  • Watch event: 1

Packages

  • Total packages: 1
  • Total downloads:
    • cran 206 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 0
  • Total versions: 1
  • Total maintainers: 1
cran.r-project.org: NVAR

Nonlinear Vector Autoregression Models

  • Versions: 1
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 206 Last month
Rankings
Dependent packages count: 28.4%
Dependent repos count: 36.4%
Average: 49.9%
Downloads: 84.9%
Maintainers (1)
Last synced: 10 months ago

Dependencies

.github/workflows/R-CMD-check.yaml actions
  • actions/checkout v3 composite
  • r-lib/actions/check-r-package v2 composite
  • r-lib/actions/setup-pandoc v2 composite
  • r-lib/actions/setup-r v2 composite
  • r-lib/actions/setup-r-dependencies v2 composite
DESCRIPTION cran
  • dplyr * imports
  • magrittr * imports
  • purrr * imports
  • rlang * imports
  • stats * imports
  • tibble * imports
  • tidyr * imports
  • ggplot2 * suggests
  • nonlinearTseries * suggests
  • testthat >= 3.0.0 suggests