fastEDM

The fastEDM package implements a series of tools that can be used for empirical dynamic modeling. The core algorithm is written in C++ to achieve a reasonable execution speed.

References

Jinjing Li, Michael J. Zyphur, George Sugihara, Patrick J. Laub (2021), Beyond Linearity, Stability, and Equilibrium: The edm Package for Empirical Dynamic Modeling and Convergent Cross Mapping in Stata, Stata Journal, 21(1), pp. 220-258

See also

https://edm-developers.github.io/fastEDM-r/, https://edm-developers.github.io/fastEDM-python/, and https://edm-developers.github.io/edm-stata/

Author

Patrick Laub <patrick.laub@gmail.com>

Examples

library(fastEDM)

num_obs <- 500
map <- logistic_map(num_obs)
df <- data.frame(list(x = map$x, y = map$y))

x_causes_y <- easy_edm("x", "y", data=df, verbosity=0)
#> ✔ Strong evidence of CCM causation from x to y found.
y_causes_x <- easy_edm("y", "x", data=df, verbosity=0)
#> ✔ Strong evidence of CCM causation from y to x found.