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2013 Apr 20
1
Convergent Cross Mapping
Dear All,
I am looking for an R implementation of the convergent cross mapping
method (see http://bit.ly/XN8OZX and
http://www.uvm.edu/~cdanfort/csc-reading-group/sugihara-causality-science-2012.pdf
)
The method is presented as an improvement over Granger causality (
http://bit.ly/XN8ydi ), but its implementation (involving shadows of
multidimensional manifolds) must be quite some work...
Does anybody...