sampleCCM: Generate the data structure for CCM

In chengfeifan/Causality: Calculate the Causality between variables

Description

Takes in two sequences, time lag, and row tag, E

Usage

sampleCCM(x, y, lag, tag, E, ...)

Arguments

x	A vector represents the time sequence
y	A vector represents another time sequence
lag	Time lag between x and y
tag	A vector, which selects the dots of x and y to calculate the CCM
E+1	is the embedded dimension of the manifold

Value

$dataX A matrix, which is manifold of X. $dataY A vector, which is the original Y

Examples

x<-c(1:100)
y<-c(100:1)
data<-sampleCCM(x,y,l=2,t = c(1:50),E=2)

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