R/Causal_matrix.R

In OVVO-Financial/NNS: Nonlinear Nonparametric Statistics

NNS.caus.matrix <- function(x, tau = tau){

n <- ncol(x)
    if(is.null(n)){
        stop("supply both 'x' and 'y' or a matrix-like 'x'")
    }

    indiv.causes <- list()

    for(i in 1 : (n - 1)){
        indiv.causes[[i]] <- sapply((i + 1) : n, function(b) NNS.caus(x[ , i], x[ , b], plot = FALSE, tau = tau))
        indiv.causes[[i]] <- (abs(indiv.causes[[i]][2, ]) - abs(indiv.causes[[i]][1, ]))
    }

    causes <- matrix(NA, n, n)
    causes[lower.tri(causes, diag = FALSE)] <- unlist(indiv.causes)
    causes[upper.tri(causes, diag = FALSE)] <- -t(causes)[upper.tri(causes)]

    diag(causes) <- 1

    colnames(causes) <- colnames(x)
    rownames(causes) <- colnames(x)

    return(causes)

}