## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( warning = FALSE, collapse = TRUE, comment = "#>" ) ## ----message = FALSE---------------------------------------------------------- library(patterncausality) data(DJS) head(DJS) ## ----echo=FALSE--------------------------------------------------------------- library(ggplot2) library(ggthemes) df <- data.frame( Date = as.Date(DJS$Date), Value = c( DJS$Apple, DJS$Microsoft ), Type = c( rep("Apple", dim(DJS)[1]), rep("Microsoft", dim(DJS)[1]) ) ) ggplot(df) + geom_line(aes(Date, Value, group = Type, colour = Type), linewidth = 0.4) + theme_few(base_size = 12) + xlab("Time") + ylab("Stock Price") + theme( legend.position = "bottom", legend.box.background = element_rect(fill = NA, color = "black", linetype = 1), legend.key = element_blank(), legend.title = element_blank(), legend.background = element_blank(), axis.text = element_text(size = rel(0.8)), strip.text = element_text(size = rel(0.8)) ) + scale_color_manual(values = c("#DC143C", "#191970")) ## ----eval=FALSE--------------------------------------------------------------- # dataset <- DJS[,-1] # parameter <- optimalParametersSearch(Emax = 5, tauMax = 5, metric = "euclidean", dataset = dataset) ## ----------------------------------------------------------------------------- X <- DJS$Apple Y <- DJS$Microsoft pc <- pcLightweight(X, Y, E = 3, tau = 2, metric = "euclidean", h = 1, weighted = TRUE) print(pc) ## ----------------------------------------------------------------------------- plot_total(pc) plot_components(pc) ## ----eval=FALSE--------------------------------------------------------------- # X <- DJS$Apple # Y <- DJS$Microsoft # detail <- pcFullDetails(X, Y, E = 3, tau = 2, metric = "euclidean", h = 1, weighted = TRUE) # # Access the causality components # causality_real <- detail$causality_real # causality_pred <- detail$causality_pred # print(causality_pred) ## ----------------------------------------------------------------------------- # Example with both weighted and relative TRUE pc_rel_weighted <- pcLightweight(X, Y, E = 3, tau = 2, metric = "euclidean", h = 1, weighted = TRUE, relative = TRUE) print(pc_rel_weighted)