granger_causality_fit: Graph reconstruction algorithm

Description Usage Arguments

View source: R/granger_causality.R

Description

Graph reconstruction algorithm

Usage

1
granger_causality_fit(TS, lag = 1, threshold_type = "range", ...)

Arguments

TS

Array consisting of L observations from N variables.

lag

Time lag to consider.

threshold_type

Which thresholding function to use on the matrix of weights.

...

Arguments


travisbyrum/constructnet documentation built on March 3, 2021, 12:18 p.m.