CCM (CCM v0.1.3)
View SourceConvergent Cross Mapping (CCM) implementation for detecting causality in coupled nonlinear dynamical systems.
Summary
Functions
Performs bidirectional CCM analysis.
Performs CCM analysis to test if X causes Y. Returns a map with correlation coefficients for each library size.
Creates a new CCM analysis structure.
Functions
Performs bidirectional CCM analysis.
Performs CCM analysis to test if X causes Y. Returns a map with correlation coefficients for each library size.
Creates a new CCM analysis structure.
Parameters
- x_series: List of numeric values for variable X
- y_series: List of numeric values for variable Y
- embedding_dim: Embedding dimension (default: 3)
- tau: Time delay (default: 1)
- lib_sizes: List of library sizes to test (default: auto-generated)
- num_samples: Number of bootstrap samples (default: 100)