LICORS: Light Cone Reconstruction of States - Predictive State Estimation From Spatio-Temporal Data

Estimates predictive states from spatio-temporal data and consequently can provide provably optimal forecasts. Currently this implementation supports an N-dimensional spatial grid observed over equally spaced time intervals. E.g. a video is a 2D spatial systems observed over time. This package implements mixed LICORS, has plotting tools (for (1+1)D and (2+1)D systems), and methods for optimal forecasting. Due to memory limitations it is recommend to only analyze (1+1)D systems.

Version: 0.2.0
Depends: R (≥ 2.12.1)
Imports: RColorBrewer, mvtnorm, zoo, FNN, fields, locfit, Matrix
Suggests: huge, RANN, yaImpute, itertools
Published: 2013-11-26
Author: Georg M. Goerg
Maintainer: Georg M. Goerg <gmg at stat.cmu.edu>
License: GPL-2
URL: http://www.stat.cmu.edu/~gmg
NeedsCompilation: no
Materials: NEWS
CRAN checks: LICORS results

Downloads:

Reference manual: LICORS.pdf
Package source: LICORS_0.2.0.tar.gz
MacOS X binary: LICORS_0.2.0.tgz
Windows binary: LICORS_0.2.0.zip
Old sources: LICORS archive

Reverse dependencies:

Reverse depends: LSC