first_mi_minima: Finds the first minima or zero of the mutual information (mi)...
In kahaaga/tstools: Useful functions
Description
Usage
Arguments
Value
Description
Finds the first minima or zero of the mutual information (mi) function
of the series 'v'.
Usage
1
first_mi_minima(v, lag.max, partitions = 16, plot.mi.func = F)
Arguments
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?
Value
The first lag that minimises the mi function.
kahaaga/tstools documentation built on May 24, 2019, 5:01 a.m.
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Description Usage Arguments Value
Description
Finds the first minima or zero of the mutual information (mi) function of the series 'v'.
Usage
1 | first_mi_minima(v, lag.max, partitions = 16, plot.mi.func = F)
|
Arguments
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? |
Value
The first lag that minimises the mi function.
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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