ref.: http://arxiv.org/abs/1511.00505
Convergent cross mapping algorithm from:
Sugihara, George, et al., Detecting Causality in Complex Ecosystems, Science 26 October 2012, Vol. 338, no. 6106, pp. 496-500.
for detecting causality.
+ L and M causality.
SugiLM - predict values based on historical data
SugiLM1 - predict values based on all available data
Sugi - same as SugiLM1, but without L and M (faster than SugiLM1)
Cite As
Jozef Jakubik (2024). convergent cross mapping (https://www.mathworks.com/matlabcentral/fileexchange/52964-convergent-cross-mapping), MATLAB Central File Exchange. Retrieved .
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- Mathematics and Optimization > Mapping Toolbox > Geometric Geodesy >
- Radar > Mapping Toolbox > Geometric Geodesy >
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Acknowledgements
Inspired: Conditional dispersion to detect causality between chaotic time series
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