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.