Description Usage Arguments Value Examples
View source: R/integrationevidence.R
Given a sequence of 'n' observed states of 'l' random variables (series
),
compute the evidence of integration for each partitioning of the 'l'
variables, and return the minimum and maximum evidence for each observation.
If the number of variables 'l' is large, the user can test a small subset of
the partitioning schemata by providing a partitioning parts
to increase
confidence that the system is integrated. In this case, the function computes
and returns the evidence of integration for each observation with respect to
the partitioning parts
.
1 | integration_evidence(series, parts = NULL)
|
series |
Matrix specifying two or more time series. |
parts |
Vector giving a specific partitioning to use. |
A list containing minimum, min
, and maximum, max
,
values of integration for each observation and logicals indicating if
the system is integrated
or, if parts
is provided,
returns a vector giving the evidence of integration for each
observations.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | # Evidence of Integration of three time series:
series <- matrix(0, nrow = 10, ncol = 3)
series[, 1] <- c(0, 1, 0, 1, 1, 1, 0, 0, 1, 0)
series[, 2] <- c(0, 1, 0, 1, 1, 1, 0, 0, 1, 0)
series[, 3] <- c(1, 1, 1, 1, 1, 0, 0, 0, 0, 0)
# min = c(-0.322 0.263 -0.322 0.263 0.263 -0.322 0.263 0.263 -0.322 0.263)
# max = c( 1.000 1.263 1.000 1.263 1.263 1.000 1.263 1.263 1.000 1.263)
# integrated = c( FALSE TRUE FALSE TRUE TRUE FALSE TRUE TRUE FALSE TRUE)
integration_evidence(series)
# Evidence of Integration of three time series for the partitionning c(1, 1, 2)
parts <- c(1, 1, 2)
# -0.322 0.263 -0.322 0.263 0.263 -0.322 0.263 0.263 -0.322 0.263
integration_evidence(series, parts)
|
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