s_map_mdr_all: A all-in-one wrapper function for MDR S-map

s_map_mdr_allR Documentation

A all-in-one wrapper function for MDR S-map

Description

s_map_mdr_all A all-in-one wrapper function for MDR S-map. Detect causality between variables, construct data.frame for multiview embedding, compute multiview distance, and perform MDR S-map. For fine-tuning, use the step-by-step functions such as compute_mvd() etc..

Usage

s_map_mdr_all(
  block,
  effect_var,
  lib = c(1, nrow(block)),
  pred = lib,
  tp = 1,
  E_range = 0:10,
  tp_range = -4:0,
  n_ssr = 100,
  k = 10,
  theta = 0,
  regularized = FALSE,
  lambda = 0,
  alpha = 0,
  glmnet_parallel = FALSE,
  save_smap_coefficients = TRUE,
  silent = FALSE,
  random_seed = 1234
)

Arguments

block

Data.frame contains time series data. The first column should be the target column.

effect_var

Character or Numeric. Column name or index of the effect variable.

lib

Numeric vector. Library indices.

pred

Numeric vector. Prediction indices.

tp

Numeric. Forecasting time ahead.

E_range

Numeric. Embedding dimensions that will be tested.

tp_range

Numeric. tp tested for UIC.

n_ssr

Numeric. The total number of embeddings examined.

k

Numeric. The number of embeddings used to calculate ensemble distance.

theta

Numeric. Weighing function for S-map.

regularized

Logical If TRUE, regularized S-map will be performed. If FALSE, the normal S-map will be performed. Please use rEDM::s_map function.

lambda

Numeric. Specify the strength of penalty in the regularization.

alpha

Numeric. alpha = 0 is the ridge regression, alpha = 1 is the lasso regression, and ⁠0 < alpha < 1⁠ is an elastic net.

glmnet_parallel

Logical. If TRUE, the computation will be parallel (currently, experimental).

save_smap_coefficients

Logical. If TRUE, S-map coefficients will be saved.

silent

Logical. if TRUE, progress message will not be shown.

random_seed

Numeric. Random seed.

Value

A list that contains predictions, statistics, and S-map coefficients (if save_smap_coefficients = TRUE)


ong8181/macam documentation built on Oct. 15, 2024, 7:04 a.m.