Description Usage Arguments Value Author(s) References Examples
Returns the causality from observational data between two variables.
1 
x 
a numeric vector, matrix or data frame. 
y 

tau 
options: ("cs", "ts", integer); Number of lagged observations to consider (for time series data). Otherwise, set 
time.series 
logical; 
plot 
logical; 
Returns the directional causation (x —> y) or (y —> x) and net quantity of association. For causal matrix, directional causation is returned as ([column variable] —> [row variable]). Negative numbers represent causal direction attributed to [row variable].
Fred Viole, OVVO Financial Systems
Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" http://amzn.com/1490523995
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