followingRelation: followingRelation

In mFLICA: Leadership-Inference Framework for Multivariate Time Series

followingRelation

Description

03/24/2021: Chai's code rewritten by Namrata to replicate Matlab version The changes are in the DTW function, which is implemented here as DTW2 instead of the one in the R package DTW

followingRelation is a function that infers whether Y follows X.

Usage

followingRelation(Y, X, timeLagWindow, lagWindow = 0.1)

Arguments

Y	is a T-by-D matrix of numerical time series of a follower
X	is a T-by-D matrix numerical time series of a leader
timeLagWindow	is a maximum possible time delay in the term of time steps.
lagWindow	is a maximum possible time delay in the term of percentage of length(X). If timeLagWindow is missing, then timeLagWindow=ceiling(lagWindow*length(X)). The default is 0.2.

Value

This function returns a list of following relation variables below.

follVal	is a following-relation value s.t. if follVal is positive, then Y follows X. If follVal is negative, then X follows Y. Otherwise, if follVal is zero, there is no following relation between X,Y.
dtwIndexVec	is a numeric vector of index-warping difference: dtwIndexVec[k] = dtwOut$index1[k] - dtwOut$index2[k] where dtwOut is the output from dtw::dtw(x=Y,y=X) function.

Examples

# Load example data ???

leader<- mFLICA::TS[1,1:200,]
follower<- mFLICA::TS[2,1:200,]

# Run the function

out<-followingRelation(Y=follower,X=leader)

mFLICA documentation built on June 22, 2024, 11:33 a.m.