runCCM: Run the Convergent Cross Mapping

In chengfeifan/Causality: Calculate the Causality between variables

Description

Run the Convergent Cross Mapping

Usage

runCCM(x, y, tau, E, L)

Arguments

x	A vector represent the time series
y	A vector represent the time series
tau	The time interval of sample
E	The embedding dimension
L	Vector of computing points

Details

If x causes y, the correlation X will converge into a certain number.

Value

$L Vector of computing points

$CorX Vector of correlation X

$CorY Vector of correlation Y

Examples

set.seed(43)
x<-runif(100)
set.seed(50)
y<-runif(100)
L<-seq(50,100,10)
tau<-1
E=2
dataCCM<-runCCM(x,y,tau = tau,E=E,L=L)
plot(dataCCM)

chengfeifan/Causality documentation built on May 13, 2019, 3:40 p.m.