optimalParametersSearch {patterncausality} | R Documentation |
Searches for the optimal embedding dimension (E) and time delay (tau) to maximize the accuracy of causality predictions in a dataset. It evaluates each combination of E and tau for their ability to predict different types of causality: total, positive, negative, and dark.
optimalParametersSearch(Emax, tauMax, metric, dataset)
Emax |
The maximum embedding dimension to test. |
tauMax |
The maximum time delay to test. |
metric |
The distance metric to use in the causality analysis (e.g., 'euclidean'). |
dataset |
A matrix where each column represents a time series to be analyzed. |
A data frame summarizing the causality analysis results across all tested E and tau values, showing the mean total, positive, negative, and dark causality accuracies for each parameter combination.
data(climate)
dataset <- climate[, -1]
optimalParams <- optimalParametersSearch(Emax=3, tauMax=3, metric="euclidean", dataset=dataset)
print(optimalParams)