\Header{embed}{Embedding a Time Series}
\keyword{ts}{embed}
\begin{Description}\relax
Embeds the time series \code{x} into a low-dimensional
Euclidean space.
\end{Description}
\begin{Usage}
\begin{verbatim}
embed (x, dimension = 1) 
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{x}] a numeric vector, matrix, or time series.
\item[\code{dimension}] a scalar representing the embedding dimension.
\end{ldescription}
\end{Arguments}
\begin{Details}\relax
Each row of the resulting matrix consists of sequences
\code{x[t]}, \code{x[t-1]}, \dots, \code{x[t-dimension+1]}, where
\code{t} is the original index of \code{x}. If \code{x} is a matrix,
i.e., \code{x} contains more than one variable, then \code{x[t]}
consists of the \code{t}th observation on each variable.
\end{Details}
\begin{Value}
A matrix containing the embedded time series \code{x}.
\end{Value}
\begin{Author}\relax
A. Trapletti, B.D. Ripley
\end{Author}
\begin{Examples}
\begin{ExampleCode}
x <- 1:10
embed (x, 3)
\end{ExampleCode}
\end{Examples}

