Description Usage Arguments Value
Finds the first minima or zero of the mutual information (mi) function of the series 'v'.
1 | first_mi_minima(v, lag.max, partitions = 16, plot.mi.func = F)
|
v |
A numeric vector containing the series. |
lag.max |
The maximum lag to consider in the mi function. |
partitions |
Number of partitions used when computing the MI function. |
plot.mi.func |
Should the mi function be plotted? |
The first lag that minimises the mi function.
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