pcFullDetails {patterncausality}R Documentation

Calculate Full Details Pattern Causality Analysis

Description

Implements an advanced pattern causality algorithm to explore the causal relationships between two time series datasets. This function provides comprehensive analysis of causality patterns, including state space reconstruction, pattern identification, and causality strength evaluation.

Usage

pcFullDetails(
  X,
  Y,
  E,
  tau,
  h,
  weighted,
  metric = "euclidean",
  distance_fn = NULL,
  state_space_fn = NULL,
  relative = TRUE,
  verbose = FALSE
)

Arguments

X

Numeric vector; the first time series data

Y

Numeric vector; the second time series data

E

Integer; embedding dimension for state space reconstruction

tau

Integer; time delay between data points

h

Integer; prediction horizon for causality analysis

weighted

Logical; whether to weight causality strength

metric

Character; distance metric ('euclidean', 'manhattan', or 'maximum')

distance_fn

Optional custom distance function for computing distances (default: NULL)

state_space_fn

Optional custom function for state space reconstruction (default: NULL)

relative

Logical; if TRUE calculates relative changes ((new-old)/old), if FALSE calculates absolute changes (new-old) in signature space. Default is TRUE.

verbose

Logical; if TRUE, prints computation progress (default: FALSE)

Details

Calculate Full Details Pattern Causality Analysis

The function implements these key steps:

Value

A pc_full_details object containing:


[Package patterncausality version 0.2.1 Index]