Ensemble Empirical Mode Decomposition (EEMD) and Its Complete Variant (CEEMDAN)

An R interface for libeemd (Luukko, Helske, Räsänen, 2016) , a C library of highly efficient parallelizable functions for performing the ensemble empirical mode decomposition (EEMD), its complete variant (CEEMDAN), the regular empirical mode decomposition (EMD), and bivariate EMD (BEMD). Due to the possible portability issues CRAN version no longer supports OpenMP, you can install OpenMP-supported version from GitHub: < https://github.com/helske/Rlibeemd/>.


Reference manual

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1.4.2 by Jouni Helske, 4 months ago

Report a bug at https://github.com/helske/Rlibeemd/issues

Browse source code at https://github.com/cran/Rlibeemd

Authors: Jouni Helske [aut, cre] (R interface , , Perttu Luukko [aut] (Original libeemd C library ,

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Imports stats, Rcpp

Suggests testthat

Linking to Rcpp

System requirements: GNU GSL

Imported by EEMDSVR, EEMDelm, TSPred, decomposedPSF, eemdARIMA, eemdTDNN.

See at CRAN