The excellent textbook Data Driven Science and Engineering (Machine Learning, Dynamical Systems, and Control) contains a large number of examples in Matlab and Python.
As I work my way through the book, I will attempt to port as many as possible of the examples to R.
All of the main scripts are self contained, the examples are arranged by Chapter in the folders Chapter_x.
It is recommended to use the RStudio IDE - the whole project can be launched by running DataDrivenScienceAndEngineering.Rproj
To set up the required libraries, source the install script using:
source("Misc/Install.R")
The Deep Neural Network examples in Chapter 6 use the keras framework. You can install the keras library from CRAN as normal but further steps are required to install the Python environment that is used behind the scenes. For most vanilla setups keras::install_keras() will do this all for you. If you run into any issues there is a lot of helpful information available at https://keras.rstudio.com/.
Some of the later control examples (Chapter 9/10) rely on non-trivial numerical algorithms for solutions to the Riccati and Lyapunov equations. The Matlab and Python examples use the Slicot library for this. It appears that a formal interface to SLICOT does not seem to exist for R, so I wrote one - hosted at https://github.com/RJHKnight/slicotr. It is still largely untested, but appears to work sufficiently well for the examples included here.
This package will require compilation of Fortan code.
- For installation on Windows, ensure RTools is installed (https://cran.r-project.org/bin/windows/Rtools/)
- For installation on macOS (including M1), install Apple Xcode 10.1 and gFortran from https://github.com/fxcoudert/gfortran-for-macOS/releases
- The main website for the book http://databookuw.com/
- The pdf of the book content http://databookuw.com/databook.pdf
- Steve Brunton's YouTube channel, with excellent lectures for chapters 1-3 & 7-10 https://www.youtube.com/c/Eigensteve
- Nathan Kutz's YouTube channel, with excellent lectures for chapters 4-6 & 11-12 https://www.youtube.com/c/NathanKutzAMATH