Uni.caus: NNS Causation uni-directional (INTERNAL CALL FOR NNS.caus)

Description Usage Arguments Author(s)

Description

Returns the uni-directional causality from observational data between two variables. Causation nets out the univariate effect.

Usage

1
Uni.caus(x, y, tau, plot = TRUE)

Arguments

x

a numeric vector.

y

a numeric vector.

tau

integer; Number of lagged observations to consider

plot

logical; TRUE (default) Plots the raw variables, tau normalized, and cross-normalized variables.

Author(s)

Fred Viole, OVVO Financial Systems



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