Metadata-Version: 1.1
Name: causal_ccm
Version: 0.3.1
Summary: implementation of convergent cross mapping by Sugihara et al (2012)
Home-page: https://github.com/PrinceJavier/causal_ccm
Author: Prince Javier
Author-email: othepjavier@gmail.com
License: MIT
Download-URL: https://github.com/PrinceJavier/causal_ccm/archive/v_03.tar.gz
Description: # causal_ccm
        Package implementing Convergent Cross Mapping for causality inference in dynamical systems as defined by [Sugihara et al (2012)](https://science.sciencemag.org/content/338/6106/496)
        
        See `usage_sample.ipynb` for an example usage.
        
        ## To install
        `pip install causal-ccm`
        
        ## To use
        Say we want to check if X drives Y. We first define `ccm` using:
        * `X` and `Y` - time series data
        * `tau` - time lag (if `tau=1` we get `[t, t-1, t-2...]` as our shadow manifold embedding
        * `E` - embedding dimension (default=2) for the shadow manifold
        * `L` - time horizon to consider, defaults at length of time series X
        
        We define `ccm`:
        <br>`ccm1 = ccm(X, Y, tau, E, L) # define ccm with X, Y time series `
        
        We check the strength of causality measured as correlation in prediction vs true (see Sugihara (2012))
        <br>`ccm1.causality()`
        
        We can visualize cross mapping between manifolds of X and Y
        <br>`ccm1.visualize_cross_mapping()`
        
        We visualize correlation of X->Y
        <br>We stronger correlation = stronger causal relationship
        <br>`ccm1.plot_ccm_correls()`
        
        
        
        
Keywords: causality,dynamical systems,complex systems
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Developers
Classifier: Topic :: Software Development :: Build Tools
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.4
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
