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On January 3, 2021 11:07:48 PM PST, "Norma Elizabeth Quiroz Pérez" <nquir...@hotmail.com> wrote: >Dear all: > >I am new in R and in Analysis of Chaotic Time Series. I have seen that >the package tseriesChaos >can estimate the embedding dimension using the FNN. In this program >false.nearest does the work, >but to use it, I need the escape factor(rt) and the neighborhood >diameter (eps = sd(x)/10). >My problem is that I do not understand the definitions of these >parameters. >I have read Kennel, Brown, and Abarbanel�s paper. There the authors >suggest two criteria for the embedding dimension looking at the FNN. >One is the ratio between the distances in d and d+1 dimensions, >respectively. If such ratio is bigger than a threshold R_tol, then one >has a false neighbor. >The second criterio is that R_{d+1} > A_{tol} x fractal size then one >has a FNN. >What these thresholds R_{tol} and A_{tol} have to do with the escape >factor and the eps? > > >I hope someone can help me. >Thanks > > [[alternative HTML version deleted]] -- Sent from my phone. Please excuse my brevity. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.