optimalParametersSearch: Optimal Parameters Search for Causality Analysis
Description
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.
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.
Arguments
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.