## ----setup, include = FALSE--------------------------------------------------- knitr::opts_chunk$set( warning = FALSE, collapse = TRUE, comment = "#>", fig.width = 8, fig.height = 6 ) ## ----message=FALSE------------------------------------------------------------ library(patterncausality) data(DJS) #head(DJS) ## ----eval=FALSE--------------------------------------------------------------- # dataset <- DJS[,-1] # remove the date column # params <- optimalParametersSearch( # Emax = 3, # tauMax = 3, # metric = "euclidean", # dataset = dataset, # verbose = FALSE # ) # print(params) ## ----eval=FALSE--------------------------------------------------------------- # result <- pcMatrix( # dataset = dataset, # E = 3, # Embedding dimension # tau = 1, # Time delay # metric = "euclidean", # h = 1, # Prediction horizon # weighted = FALSE # Unweighted analysis # ) ## ----echo=FALSE--------------------------------------------------------------- result <- readRDS("DJSm.rds") result$is_square <- TRUE ## ----------------------------------------------------------------------------- print(result) ## ----------------------------------------------------------------------------- plot(result, "positive") ## ----------------------------------------------------------------------------- plot(result, "negative") ## ----------------------------------------------------------------------------- plot(result, "dark") ## ----------------------------------------------------------------------------- effects <- pcEffect(result) print(effects) ## ----------------------------------------------------------------------------- plot(effects, status="positive") ## ----------------------------------------------------------------------------- plot(effects, status="negative") ## ----------------------------------------------------------------------------- plot(effects, status="dark") ## ----------------------------------------------------------------------------- dataset <- DJS[, -1] X <- dataset[, 1:10] Y <- dataset[, 11:29] ## ----echo=FALSE--------------------------------------------------------------- result_cross <- readRDS("djscross.rds") ## ----eval=FALSE--------------------------------------------------------------- # result_cross <- pcCrossMatrix( # X = X, # Y = Y, # E = 3, # tau = 1, # metric = "euclidean", # h = 1, # weighted = FALSE, # verbose = FALSE # ) ## ----------------------------------------------------------------------------- plot(result_cross, "positive")