s_map_mdr_all | R Documentation |
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..
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
)
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. |
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 |
lambda |
Numeric. Specify the strength of penalty in the regularization. |
alpha |
Numeric. |
glmnet_parallel |
Logical. If TRUE, the computation will be parallel (currently, experimental). |
save_smap_coefficients |
Logical. If |
silent |
Logical. if |
random_seed |
Numeric. Random seed. |
A list that contains predictions, statistics, and S-map coefficients (if save_smap_coefficients = TRUE
)
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