coef.transfer_entropy: Extract the Coefficient Matrix from a transfer_entropy

In BZPaper/RTransferEntropy: Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy

Extract the Coefficient Matrix from a transfer_entropy

Description

Extract the Coefficient Matrix from a transfer_entropy

Usage

## S3 method for class 'transfer_entropy'
coef(object, ...)

Arguments

object	a transfer_entropy
...	additional arguments, currently not in use

Value

a Matrix containing the coefficients

Examples

set.seed(1234567890)
n <- 500
x <- rep(0, n + 1)
y <- rep(0, n + 1)

for (i in seq(n)) {
  x[i + 1] <- 0.2 * x[i] + rnorm(1, 0, 2)
  y[i + 1] <- x[i] + rnorm(1, 0, 2)
}

x <- x[-1]
y <- y[-1]

te_result <- transfer_entropy(x, y, nboot = 100)
coef(te_result)

BZPaper/RTransferEntropy documentation built on Feb. 7, 2023, 12:33 a.m.