transfer_entropy_site: Compute a transfer entropy test at a given site in the...
In jmzobitz/FLUXNETGranger:
Description
Usage
Arguments
Value
Author(s)
View source: R/transfer_entropy_site.R
Description
Given a site, determine if all possible combinations of the variables are Granger cause each other. The Null Hypothesis (H0) is that Time series x does not cause time series y, and the Alternative Hypothesis (HA): Time series x causes time series y
Usage
1
transfer_entropy_site(in_data, alpha, max_lag, bootstrap_samples = 1)
Arguments
in_data
data frame of the site we are studying. The first column contains the time variable
alpha
the significance level
max_lag
the maximum number of lags to be considered
bootstrap_samples
Number of bootstrap samples we apply
Value
A T/F value - this means that the conditional information is less than the significance level alpha for all the considered lags.
Author(s)
John Zobitz zobitz@augsburg.edu, based on code from Chandler Lutz, UCR 2009 (https://www.mathworks.com/matlabcentral/fileexchange/25467-granger-causality-test).
jmzobitz/FLUXNETGranger documentation built on Dec. 21, 2021, 1:13 a.m.
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Description Usage Arguments Value Author(s)
View source: R/transfer_entropy_site.R
Description
Given a site, determine if all possible combinations of the variables are Granger cause each other. The Null Hypothesis (H0) is that Time series x does not cause time series y, and the Alternative Hypothesis (HA): Time series x causes time series y
Usage
1 | transfer_entropy_site(in_data, alpha, max_lag, bootstrap_samples = 1)
|
Arguments
in_data |
data frame of the site we are studying. The first column contains the time variable |
alpha |
the significance level |
max_lag |
the maximum number of lags to be considered |
bootstrap_samples |
Number of bootstrap samples we apply |
Value
A T/F value - this means that the conditional information is less than the significance level alpha for all the considered lags.
Author(s)
John Zobitz zobitz@augsburg.edu, based on code from Chandler Lutz, UCR 2009 (https://www.mathworks.com/matlabcentral/fileexchange/25467-granger-causality-test).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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