View source: R/granger_causality.R
Graph reconstruction algorithm
1 | granger_causality_fit(TS, lag = 1, threshold_type = "range", ...)
|
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 |
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