# EXAMPLE#1 Simple Simulation & Granger causality

```library(VLTimeCausality)
# Generate simulation data
TS <- VLTimeCausality::SimpleSimulationVLtimeseries()
# Run the function
out<-VLTimeCausality::GrangerFunc(Y=TS\$Y,X=TS\$X,alpha=0.05)
#result
print(sprintf("F-TEST p-value = %f",out\$p.val))
print(sprintf("X causes Y? %d",out\$XgCsY_ftest))
```

# EXAMPLE#2 Simple Simulation & VL-Granger causality

```library(VLTimeCausality)
# Generate simulation data
TS <- VLTimeCausality::SimpleSimulationVLtimeseries()
# Run the function
out<-VLTimeCausality::VLGrangerFunc(Y=TS\$Y,X=TS\$X,gamma=0.5)
#result
print(sprintf("BICDiffRatio = %f",out\$BICDiffRatio))
print(sprintf("X causes Y? %d",out\$XgCsY))
```

# EXAMPLE#3 Simple Simulation & Transfer Entropy

```library(VLTimeCausality)
# Generate simulation data
TS <- VLTimeCausality::SimpleSimulationVLtimeseries()
# Run the function
out<-VLTimeCausality::VLTransferEntropy(Y=TS\$Y,X=TS\$X,VLflag=FALSE)
#result
print(sprintf("TEratio = %f",out\$TEratio))
print(sprintf("X causes Y? %d",out\$XgCsY_trns) )
```

# EXAMPLE#4 Simple Simulation & VL-Transfer Entropy

```library(VLTimeCausality)
# Generate simulation data
TS <- VLTimeCausality::SimpleSimulationVLtimeseries()
# Run the function
out<-VLTimeCausality::VLTransferEntropy(Y=TS\$Y,X=TS\$X,VLflag=TRUE)
#result
print(sprintf("TEratio = %f",out\$TEratio))
print(sprintf("X causes Y? %d",out\$XgCsY_trns) )
```

## Try the VLTimeCausality package in your browser

Any scripts or data that you put into this service are public.

VLTimeCausality documentation built on Jan. 24, 2022, 5:07 p.m.