transfer_entropy_test: Compute a Transfer Entropy Test
In jmzobitz/FLUXNETGranger:

Description Usage Arguments Value Author(s)

Given an x (predictor) and y (response) variable, determine if x causes way at the given lag. Uses conditional mutual information to assess 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

1	transfer_entropy_test(x, y, alpha = 0.05, max_lag = 1)

`x`	Predictor variable (can be a vector)
`y`	Response variable (can be a vector)
`alpha`	the significance level
`max_lag`	the maximum number of lags to be considered

A T/F value - this means that the conditional information is less than the significance level alpha for all the considered lags.

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.